-39.2%
ZBRA vs OUST
-52.5%
+13.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.9% | -5.7% | -3.3% |
| 7D | +2.6% | +12.7% | -10.1% | +0.7% |
| 30D | -6.4% | -13.6% | +7.3% | -4.5% |
| 3M | +51.3% | -8.3% | +59.6% | +49.3% |
| 6M | +60.5% | +85.0% | -24.5% | +38.6% |
| YTD | +45.2% | +73.2% | -28.1% | +25.9% |
| 1Y | +12.3% | +32.5% | -20.1% | +0.1% |
| 3Y | +37.5% | +643.8% | -606.3% | -19.8% |
| 5Y | -39.2% | -52.1% | +12.9% | -47.7% |
| All | -39.2% | -52.5% | +13.4% | -47.7% |
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