+82.0%
USO vs EWZ
+94.8%
-12.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.9% |
| 7D | +9.1% | +0.9% | +8.2% | +8.9% |
| 30D | +21.7% | +12.8% | +8.9% | +17.5% |
| 3M | +20.2% | +10.8% | +9.5% | +16.4% |
| 6M | +43.4% | +2.5% | +40.9% | +40.3% |
| YTD | +124.0% | +21.4% | +102.6% | +106.6% |
| 1Y | +112.2% | +32.8% | +79.4% | +89.5% |
| 3Y | +97.7% | +45.2% | +52.5% | +68.5% |
| 5Y | +217.4% | +63.0% | +154.4% | +153.6% |
| All | +82.0% | +94.8% | -12.8% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 10y: compounded portfolio wealth divided by compounded EWZ 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…
10y analysis · Full analysis span regression · 6 months rolling