+20.9%
ZS vs OUST
+626.4%
-605.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +14.0% | -17.1% | -4.4% |
| 7D | -16.9% | +17.0% | -33.9% | -18.2% |
| 30D | -7.4% | -16.5% | +9.1% | -6.3% |
| 3M | +21.6% | -23.7% | +45.2% | +23.5% |
| 6M | +42.4% | +18.4% | +24.0% | +34.7% |
| YTD | -12.1% | +60.8% | -72.9% | -20.5% |
| 1Y | -37.8% | +44.2% | -82.0% | -43.3% |
| 3Y | +20.9% | +668.1% | -647.2% | -15.1% |
| All | +20.9% | +626.4% | -605.5% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling