+26.7%
ZS vs OUST
-65.5%
+92.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.5% | +8.1% | +1.0% |
| 7D | -2.6% | -3.8% | +1.2% | -2.2% |
| 30D | -12.8% | +5.1% | -17.9% | -14.1% |
| 3M | +2.3% | -25.8% | +28.1% | +5.5% |
| 6M | +26.3% | -2.0% | +28.3% | +19.2% |
| YTD | -14.4% | +54.7% | -69.1% | -27.6% |
| 1Y | -37.6% | +48.8% | -86.4% | -47.1% |
| 3Y | +8.0% | +607.8% | -599.8% | -45.8% |
| 5Y | -44.9% | -52.7% | +7.8% | -55.9% |
| All | +26.7% | -65.5% | +92.1% | +2.6% |
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