+1.7%
ZBH vs OUST
+659.3%
-657.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.5% | -2.6% |
| 7D | -2.1% | +19.9% | -22.1% | -2.4% |
| 30D | +13.6% | +3.6% | +10.0% | +13.4% |
| 3M | +7.1% | -20.6% | +27.7% | +7.1% |
| 6M | +26.1% | +35.1% | -9.0% | +23.3% |
| YTD | +17.2% | +69.1% | -51.9% | +13.3% |
| 1Y | +17.4% | +49.9% | -32.6% | +13.7% |
| All | +1.7% | +659.3% | -657.7% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling