+51.2%
ZM vs OUST
+794.9%
-743.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.8% | -8.8% | +1.2% |
| 7D | -0.3% | +36.7% | -37.0% | -2.8% |
| 30D | -6.2% | -3.3% | -2.8% | -6.3% |
| 3M | -12.2% | -11.1% | -1.1% | -12.2% |
| 6M | -16.0% | +53.1% | -69.1% | -21.3% |
| YTD | +6.3% | +78.2% | -72.0% | -3.0% |
| 1Y | +12.3% | +50.0% | -37.8% | +3.8% |
| 3Y | +51.2% | +836.2% | -785.0% | +11.1% |
| All | +51.2% | +794.9% | -743.7% | +11.1% |
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