+13.4%
ZBRA vs OUST
-64.1%
+77.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +14.0% | -13.9% | -1.9% |
| 7D | -10.9% | +17.0% | -27.9% | -13.2% |
| 30D | -16.6% | -16.5% | -0.1% | -15.0% |
| 3M | -11.6% | -23.7% | +12.1% | -9.3% |
| 6M | +40.2% | +18.4% | +21.8% | +30.3% |
| YTD | +32.6% | +60.8% | -28.2% | +16.5% |
| 1Y | +24.7% | +44.2% | -19.5% | +10.9% |
| 3Y | +56.3% | +668.1% | -611.8% | -4.2% |
| 5Y | -47.0% | -48.8% | +1.8% | -58.4% |
| All | +13.4% | -64.1% | +77.5% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling