+15.3%
ZBRA vs OUST
-60.6%
+75.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -1.5% | +14.0% | -15.5% | -3.6% |
| 30D | -15.6% | +2.5% | -18.2% | -16.5% |
| 3M | -14.5% | -15.3% | +0.8% | -13.6% |
| 6M | +50.9% | +42.6% | +8.3% | +36.9% |
| YTD | +34.8% | +76.6% | -41.8% | +16.8% |
| 1Y | +28.3% | +54.1% | -25.7% | +13.0% |
| 3Y | +58.8% | +675.3% | -616.4% | -2.5% |
| 5Y | -44.0% | -45.1% | +1.1% | -56.6% |
| All | +15.3% | -60.6% | +75.9% | -7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling