-79.4%
ZM vs OUST
-62.4%
-17.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +3.0% |
| 7D | +2.9% | +5.2% | -2.3% | +2.2% |
| 30D | +0.7% | -19.3% | +19.9% | +3.3% |
| 3M | -3.7% | -22.6% | +18.9% | -3.3% |
| 6M | +29.9% | +62.8% | -32.9% | +13.8% |
| YTD | +17.4% | +68.3% | -50.9% | +1.5% |
| 1Y | +22.4% | +28.5% | -6.2% | +7.8% |
| 3Y | +41.3% | +554.0% | -512.8% | -20.8% |
| 5Y | -66.0% | -56.2% | -9.8% | -71.1% |
| All | -79.4% | -62.4% | -17.0% | -81.7% |
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