-73.2%
USO vs EWZ
+115.6%
-188.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.1% |
| 7D | +3.6% | +5.6% | -2.0% | +1.5% |
| 30D | +23.8% | +9.3% | +14.5% | +19.7% |
| 3M | +8.1% | +15.7% | -7.6% | +1.9% |
| 6M | +34.3% | +7.4% | +26.8% | +28.2% |
| YTD | +111.1% | +22.7% | +88.5% | +90.9% |
| 1Y | +99.9% | +36.4% | +63.5% | +73.0% |
| 3Y | +86.5% | +50.4% | +36.1% | +52.3% |
| 5Y | +200.5% | +67.6% | +132.9% | +128.1% |
| 10Y | +66.5% | +84.1% | -17.5% | +9.6% |
| All | -73.2% | +115.6% | -188.8% | -84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling