+213.1%
USO vs EWJ
+50.5%
+162.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.3% |
| 7D | +9.1% | +0.3% | +8.8% | +9.1% |
| 30D | +21.7% | +0.8% | +20.9% | +21.7% |
| 3M | +20.2% | +7.5% | +12.7% | +19.7% |
| 6M | +43.4% | +15.6% | +27.8% | +41.2% |
| YTD | +124.0% | +22.7% | +101.2% | +115.4% |
| 1Y | +112.2% | +26.4% | +85.8% | +102.0% |
| 3Y | +97.7% | +72.5% | +25.1% | +64.8% |
| All | +213.1% | +50.5% | +162.5% | +182.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling