+59.9%
ZBRA vs OUST
+594.6%
-534.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -8.5% | +10.5% | +3.1% |
| 7D | +0.6% | -3.8% | +4.4% | +1.0% |
| 30D | -14.0% | +5.1% | -19.1% | -15.2% |
| 3M | -14.7% | -25.8% | +11.2% | -12.3% |
| 6M | +31.3% | -2.0% | +33.3% | +26.5% |
| YTD | +33.4% | +54.7% | -21.3% | +18.5% |
| 1Y | +34.1% | +48.8% | -14.7% | +19.4% |
| 3Y | +59.9% | +607.8% | -547.9% | +5.2% |
| All | +59.9% | +594.6% | -534.7% | +5.2% |
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