+17.5%
USO vs Z
+25.1%
-7.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | 0.0% |
| 7D | +9.5% | -3.0% | +12.5% | +9.6% |
| 30D | +23.6% | -4.2% | +27.8% | +23.7% |
| 3M | +3.8% | -3.7% | +7.5% | +3.8% |
| 6M | +55.0% | -24.5% | +79.6% | +56.6% |
| YTD | +105.3% | -49.3% | +154.6% | +112.1% |
| 1Y | +91.4% | -58.7% | +150.0% | +100.0% |
| 3Y | +84.6% | -34.1% | +118.7% | +84.3% |
| 5Y | +191.7% | -64.5% | +256.3% | +200.4% |
| 10Y | +73.3% | -0.5% | +73.8% | +45.1% |
| All | +17.5% | +25.1% | -7.6% | -6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling