+20.9%
USO vs Z
+4.2%
+16.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.3% | +5.5% | +3.3% |
| 7D | -1.4% | -4.9% | +3.5% | -1.3% |
| 30D | -4.6% | +3.0% | -7.6% | -4.9% |
| 3M | +14.7% | -13.4% | +28.2% | +15.0% |
| 6M | +1.2% | -27.3% | +28.6% | +2.2% |
| YTD | +111.2% | -57.8% | +169.0% | +119.3% |
| 1Y | +109.3% | -60.0% | +169.3% | +117.9% |
| 3Y | +103.5% | -21.5% | +125.0% | +99.0% |
| 5Y | +160.9% | -55.0% | +215.9% | +161.0% |
| 10Y | +86.9% | -18.8% | +105.6% | +57.9% |
| All | +20.9% | +4.2% | +16.8% | -3.5% |
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 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