-73.2%
USO vs ZBH
+66.7%
-139.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.9% | +6.8% | +3.9% |
| 7D | +3.6% | -5.2% | +8.8% | +5.0% |
| 30D | +23.8% | -2.4% | +26.2% | +24.4% |
| 3M | +8.1% | +8.3% | -0.2% | +5.0% |
| 6M | +34.3% | +0.7% | +33.6% | +32.1% |
| YTD | +111.1% | +5.3% | +105.8% | +104.6% |
| 1Y | +99.9% | -9.1% | +109.0% | +100.8% |
| 3Y | +86.5% | -19.7% | +106.2% | +90.1% |
| 5Y | +200.5% | -31.3% | +231.8% | +215.3% |
| 10Y | +66.5% | -18.9% | +85.5% | +58.6% |
| All | -73.2% | +66.7% | -139.8% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling