+30.1%
ZS vs OUST
-64.1%
+94.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +14.0% | -17.1% | -5.3% |
| 7D | -16.9% | +17.0% | -33.9% | -19.2% |
| 30D | -7.4% | -16.5% | +9.1% | -5.3% |
| 3M | +21.6% | -23.7% | +45.2% | +24.8% |
| 6M | +42.4% | +18.4% | +24.0% | +29.0% |
| YTD | -12.1% | +60.8% | -72.9% | -26.0% |
| 1Y | -37.8% | +44.2% | -82.0% | -46.9% |
| 3Y | +20.9% | +668.1% | -647.2% | -40.5% |
| 5Y | -41.6% | -48.8% | +7.2% | -53.8% |
| All | +30.1% | -64.1% | +94.2% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling