-81.7%
ZM vs OUST
-64.1%
-17.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +14.0% | -12.8% | -0.7% |
| 7D | -5.9% | +17.0% | -22.9% | -8.2% |
| 30D | -5.2% | -16.5% | +11.3% | -3.4% |
| 3M | -11.3% | -23.7% | +12.4% | -9.1% |
| 6M | -14.5% | +18.4% | -32.9% | -21.5% |
| YTD | +4.2% | +60.8% | -56.6% | -10.3% |
| 1Y | +9.3% | +44.2% | -34.9% | -4.7% |
| 3Y | +45.4% | +668.1% | -622.7% | -21.7% |
| 5Y | -66.0% | -48.8% | -17.2% | -71.9% |
| All | -81.7% | -64.1% | -17.6% | -83.8% |
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 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