-37.6%
ZS vs OUST
+40.1%
-77.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.5% | +8.1% | +0.2% |
| 7D | -2.6% | -3.8% | +1.2% | -2.4% |
| 30D | -12.8% | +5.1% | -17.9% | -13.4% |
| 3M | +2.3% | -25.8% | +28.1% | +3.5% |
| 6M | +26.3% | -2.0% | +28.3% | +23.2% |
| YTD | -14.4% | +54.7% | -69.1% | -25.6% |
| 1Y | -37.6% | +48.8% | -86.4% | -45.7% |
| All | -37.6% | +40.1% | -77.8% | -45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling