+31.0%
ZS vs OUST
-60.2%
+91.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.8% | -10.2% | -1.0% |
| 7D | -11.1% | +36.7% | -47.7% | -15.8% |
| 30D | -14.8% | -3.3% | -11.5% | -15.0% |
| 3M | +18.0% | -11.1% | +29.1% | +18.2% |
| 6M | +30.8% | +53.1% | -22.2% | +14.1% |
| YTD | -11.5% | +78.2% | -89.7% | -26.7% |
| 1Y | -37.8% | +50.0% | -87.8% | -47.1% |
| 3Y | +16.6% | +836.2% | -819.6% | -44.9% |
| 5Y | -43.6% | -50.0% | +6.4% | -55.3% |
| All | +31.0% | -60.2% | +91.2% | +3.8% |
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