+151.6%
USO vs Z
-54.5%
+206.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | +0.1% |
| 7D | -2.7% | -13.1% | +10.4% | -3.2% |
| 30D | -6.3% | +5.9% | -12.2% | -6.1% |
| 3M | +10.9% | -13.7% | +24.5% | +10.5% |
| 6M | +2.0% | -27.1% | +29.2% | +1.7% |
| YTD | +104.6% | -56.8% | +161.4% | +104.9% |
| 1Y | +94.5% | -60.2% | +154.8% | +95.2% |
| 3Y | +97.1% | -19.7% | +116.8% | +95.2% |
| 5Y | +151.6% | -53.7% | +205.3% | +151.2% |
| All | +151.6% | -54.5% | +206.1% | +151.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling