-72.4%
USO vs EWJ
+132.5%
-204.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.1% |
| 7D | +6.2% | +1.0% | +5.2% | +5.8% |
| 30D | +19.1% | +1.0% | +18.1% | +18.4% |
| 3M | +14.2% | +7.2% | +7.0% | +9.8% |
| 6M | +43.7% | +13.9% | +29.9% | +32.4% |
| YTD | +116.8% | +20.8% | +96.1% | +92.8% |
| 1Y | +104.3% | +26.4% | +78.0% | +77.2% |
| 3Y | +91.5% | +71.8% | +19.8% | +38.7% |
| 5Y | +214.1% | +49.9% | +164.2% | +142.5% |
| 10Y | +77.0% | +140.0% | -63.0% | +5.8% |
| All | -72.4% | +132.5% | -204.9% | -86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling