-15.3%
ZBH vs OUST
-53.0%
+37.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.5% | +7.2% | -1.0% |
| 7D | -2.3% | -3.8% | +1.5% | -2.1% |
| 30D | +12.5% | +5.1% | +7.4% | +12.1% |
| 3M | +3.9% | -25.8% | +29.7% | +4.6% |
| 6M | +25.4% | -2.0% | +27.5% | +23.2% |
| YTD | +15.7% | +54.7% | -39.0% | +10.3% |
| 1Y | +15.2% | +48.8% | -33.6% | +9.9% |
| 3Y | +0.3% | +607.8% | -607.5% | -17.2% |
| All | -15.3% | -53.0% | +37.8% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling