-79.7%
ZM vs OUST
-65.5%
-14.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -8.5% | +10.7% | +3.3% |
| 7D | +11.0% | -3.8% | +14.8% | +11.5% |
| 30D | +5.6% | +5.1% | +0.6% | +4.3% |
| 3M | -9.1% | -25.8% | +16.7% | -6.6% |
| 6M | -2.6% | -2.0% | -0.5% | -7.3% |
| YTD | +15.7% | +54.7% | -39.1% | 0.0% |
| 1Y | +18.8% | +48.8% | -30.0% | +2.9% |
| 3Y | +62.2% | +607.8% | -545.7% | -11.2% |
| 5Y | -60.9% | -52.7% | -8.1% | -67.3% |
| All | -79.7% | -65.5% | -14.2% | -81.9% |
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