+82.0%
USO vs ZBRA
+435.2%
-353.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.4% |
| 7D | +9.1% | -3.4% | +12.5% | +9.5% |
| 30D | +21.7% | -7.4% | +29.1% | +22.8% |
| 3M | +20.2% | +57.5% | -37.3% | +11.6% |
| 6M | +43.4% | +64.0% | -20.6% | +31.3% |
| YTD | +124.0% | +44.3% | +79.7% | +108.3% |
| 1Y | +112.2% | +10.9% | +101.3% | +106.4% |
| 3Y | +97.7% | +37.5% | +60.1% | +78.7% |
| 5Y | +217.4% | -39.7% | +257.1% | +234.4% |
| All | +82.0% | +435.2% | -353.3% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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