+102.2%
USO vs ZBH
+11.3%
+90.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +13.5% | -21.6% | -4.7% |
| 7D | -12.7% | +14.3% | -27.0% | -9.3% |
| 30D | +1.0% | +20.3% | -19.3% | +5.8% |
| 3M | +25.6% | +15.3% | +10.3% | +30.9% |
| 6M | -1.5% | +33.9% | -35.4% | +5.1% |
| YTD | +110.3% | +23.5% | +86.8% | +121.3% |
| 1Y | +102.2% | +7.9% | +94.3% | +113.2% |
| All | +102.2% | +11.3% | +90.8% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 1y: compounded portfolio wealth divided by compounded ZBH 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…
1y analysis · Full analysis span regression · 6 months rolling