-42.2%
ZS vs OUST
-49.4%
+7.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -13.4% | +31.9% | -45.3% | -17.6% |
| 30D | -16.6% | -4.2% | -12.4% | -16.6% |
| 3M | +10.3% | -9.3% | +19.6% | +10.2% |
| 6M | +28.1% | +51.7% | -23.5% | +11.4% |
| YTD | -13.3% | +76.6% | -90.0% | -28.6% |
| 1Y | -40.7% | +48.9% | -89.6% | -49.9% |
| 3Y | +11.4% | +675.3% | -663.9% | -47.8% |
| 5Y | -42.2% | -44.0% | +1.9% | -35.9% |
| All | -42.2% | -49.4% | +7.3% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling