+82.0%
USO vs ZBH
-16.2%
+98.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.5% |
| 7D | +9.1% | -4.7% | +13.8% | +10.2% |
| 30D | +21.7% | -4.5% | +26.2% | +22.8% |
| 3M | +20.2% | +7.6% | +12.7% | +17.3% |
| 6M | +43.4% | +0.3% | +43.1% | +41.5% |
| YTD | +124.0% | +4.5% | +119.4% | +118.0% |
| 1Y | +112.2% | -9.4% | +121.6% | +113.6% |
| 3Y | +97.7% | -21.5% | +119.1% | +103.5% |
| 5Y | +217.4% | -28.4% | +245.8% | +229.7% |
| All | +82.0% | -16.2% | +98.2% | +70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling