+112.0%
USO vs Z
-64.6%
+176.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.8% | +8.4% | +4.9% |
| 7D | +11.5% | -11.6% | +23.0% | +8.3% |
| 30D | +24.1% | -8.5% | +32.6% | +22.0% |
| 3M | +17.9% | -7.9% | +25.8% | +17.6% |
| 6M | +49.6% | -29.1% | +78.7% | +43.1% |
| YTD | +129.0% | -54.2% | +183.2% | +115.0% |
| 1Y | +112.0% | -63.5% | +175.5% | +97.1% |
| All | +112.0% | -64.6% | +176.6% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling