+200.5%
USO vs Z
-67.0%
+267.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.4% | +9.3% | +2.7% |
| 7D | +3.6% | -3.3% | +6.8% | +3.5% |
| 30D | +23.8% | -3.7% | +27.5% | +23.7% |
| 3M | +8.1% | -7.0% | +15.0% | +8.1% |
| 6M | +34.3% | -29.5% | +63.8% | +34.4% |
| YTD | +111.1% | -52.6% | +163.7% | +112.9% |
| 1Y | +99.9% | -64.0% | +163.9% | +102.9% |
| 3Y | +86.5% | -36.4% | +122.9% | +86.4% |
| 5Y | +200.5% | -65.8% | +266.3% | +210.7% |
| All | +200.5% | -67.0% | +267.5% | +210.7% |
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