+102.2%
USO vs EWJ
+18.0%
+84.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.4% | -9.4% | -6.7% |
| 7D | -12.7% | -1.2% | -11.5% | -13.6% |
| 30D | +1.0% | -5.5% | +6.5% | -4.1% |
| 3M | +25.6% | -0.8% | +26.4% | +25.6% |
| 6M | -1.5% | +7.1% | -8.6% | +8.7% |
| YTD | +110.3% | +16.9% | +93.4% | +138.1% |
| 1Y | +102.2% | +18.2% | +84.0% | +129.1% |
| All | +102.2% | +18.0% | +84.2% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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