+102.1%
USO vs EWJ
+69.3%
+32.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.6% | +6.2% | +5.5% |
| 7D | +11.5% | -1.5% | +13.0% | +11.1% |
| 30D | +24.1% | +0.2% | +23.9% | +24.2% |
| 3M | +17.9% | +8.6% | +9.3% | +19.8% |
| 6M | +49.6% | +12.1% | +37.5% | +53.4% |
| YTD | +129.0% | +20.1% | +108.9% | +130.8% |
| 1Y | +112.0% | +25.2% | +86.8% | +111.8% |
| All | +102.1% | +69.3% | +32.8% | +91.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling