+86.5%
USO vs Z
-37.5%
+124.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.4% | +9.3% | +2.3% |
| 7D | +3.6% | -3.3% | +6.8% | +3.3% |
| 30D | +23.8% | -3.7% | +27.5% | +23.5% |
| 3M | +8.1% | -7.0% | +15.0% | +8.1% |
| 6M | +34.3% | -29.5% | +63.8% | +33.0% |
| YTD | +111.1% | -52.6% | +163.7% | +109.0% |
| 1Y | +99.9% | -64.0% | +163.9% | +98.3% |
| 3Y | +86.5% | -36.4% | +122.9% | +82.5% |
| All | +86.5% | -37.5% | +124.0% | +82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling