+17.1%
USO vs Z
+6.6%
+10.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | -2.7% | -13.1% | +10.4% | -2.3% |
| 30D | -6.3% | +5.9% | -12.2% | -6.7% |
| 3M | +10.9% | -13.7% | +24.5% | +11.1% |
| 6M | +2.0% | -27.1% | +29.2% | +3.0% |
| YTD | +104.6% | -56.8% | +161.4% | +112.2% |
| 1Y | +94.5% | -60.2% | +154.8% | +102.7% |
| 3Y | +97.1% | -19.7% | +116.8% | +92.6% |
| 5Y | +151.6% | -53.7% | +205.3% | +151.4% |
| 10Y | +81.0% | -16.9% | +97.9% | +52.8% |
| All | +17.1% | +6.6% | +10.5% | -6.6% |
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