-28.1%
ZBH vs OUST
-56.2%
+28.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.5% | -0.9% |
| 7D | -2.8% | +5.2% | -8.0% | -3.0% |
| 30D | -0.1% | -19.3% | +19.2% | +0.5% |
| 3M | +13.4% | -22.6% | +36.1% | +13.3% |
| 6M | +3.0% | +62.8% | -59.8% | -1.4% |
| YTD | +9.7% | +68.3% | -58.7% | +4.6% |
| 1Y | -5.4% | +28.5% | -33.9% | -9.2% |
| 3Y | -15.6% | +554.0% | -569.6% | -29.8% |
| All | -28.1% | -56.2% | +28.1% | -31.1% |
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