+224.5%
USO vs ZBH
-31.2%
+255.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.3% | +7.9% | +5.6% |
| 7D | +11.5% | -6.6% | +18.0% | +11.5% |
| 30D | +24.1% | -4.9% | +29.0% | +24.1% |
| 3M | +17.9% | +5.1% | +12.8% | +17.7% |
| 6M | +49.6% | +1.3% | +48.3% | +49.3% |
| YTD | +129.0% | +3.4% | +125.6% | +128.2% |
| 1Y | +112.0% | -8.7% | +120.7% | +112.8% |
| 3Y | +102.3% | -21.2% | +123.5% | +105.1% |
| 5Y | +224.5% | -29.2% | +253.8% | +234.2% |
| All | +224.5% | -31.2% | +255.7% | +234.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling