+32.8%
ZBRA vs OUST
+554.0%
-521.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.2% |
| 7D | +1.8% | +5.2% | -3.5% | +1.0% |
| 30D | -1.7% | -19.3% | +17.6% | +1.0% |
| 3M | +47.8% | -22.6% | +70.4% | +49.6% |
| 6M | +56.7% | +62.8% | -6.0% | +39.8% |
| YTD | +49.4% | +68.3% | -19.0% | +31.8% |
| 1Y | +16.5% | +28.5% | -12.0% | +5.5% |
| All | +32.8% | +554.0% | -521.3% | -19.1% |
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 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