+91.4%
USO vs EWJ
+31.1%
+60.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | +0.2% |
| 7D | +9.5% | +2.5% | +6.9% | +11.7% |
| 30D | +23.6% | +3.3% | +20.3% | +27.0% |
| 3M | +3.8% | +5.0% | -1.2% | +8.8% |
| 6M | +55.0% | +11.5% | +43.5% | +80.9% |
| YTD | +105.3% | +22.4% | +82.9% | +132.5% |
| 1Y | +91.4% | +30.2% | +61.2% | +115.2% |
| All | +91.4% | +31.1% | +60.2% | +115.2% |
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