+224.5%
USO vs EWZ
+60.3%
+164.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.3% | +4.3% | +5.4% |
| 7D | +11.5% | +1.1% | +10.3% | +11.3% |
| 30D | +24.1% | +13.5% | +10.6% | +21.5% |
| 3M | +17.9% | +15.2% | +2.7% | +14.9% |
| 6M | +49.6% | +3.7% | +45.9% | +47.5% |
| YTD | +129.0% | +22.5% | +106.5% | +114.7% |
| 1Y | +112.0% | +35.3% | +76.7% | +92.6% |
| 3Y | +102.3% | +50.2% | +52.1% | +75.2% |
| 5Y | +224.5% | +64.6% | +160.0% | +158.5% |
| All | +224.5% | +60.3% | +164.2% | +158.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling