-60.4%
ZM vs OUST
-45.2%
-15.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | 0.0% | +7.9% | +7.9% |
| 7D | +6.8% | +14.0% | -7.2% | +4.7% |
| 30D | +0.1% | +2.5% | -2.4% | -0.8% |
| 3M | -7.5% | -15.3% | +7.8% | -6.6% |
| 6M | -8.4% | +42.6% | -51.1% | -18.0% |
| YTD | +13.7% | +76.6% | -63.0% | -3.7% |
| 1Y | +15.9% | +54.1% | -38.1% | 0.0% |
| 3Y | +58.0% | +675.3% | -617.2% | -17.1% |
| 5Y | -60.4% | -45.1% | -15.3% | -58.5% |
| All | -60.4% | -45.2% | -15.1% | -58.5% |
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