+102.1%
USO vs ZBH
-21.6%
+123.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.3% | +7.9% | +5.4% |
| 7D | +11.5% | -6.6% | +18.0% | +10.7% |
| 30D | +24.1% | -4.9% | +29.0% | +23.5% |
| 3M | +17.9% | +5.1% | +12.8% | +18.5% |
| 6M | +49.6% | +1.3% | +48.3% | +50.1% |
| YTD | +129.0% | +3.4% | +125.6% | +129.8% |
| 1Y | +112.0% | -8.7% | +120.7% | +112.5% |
| All | +102.1% | -21.6% | +123.7% | +94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling