-72.4%
USO vs ZBRA
+690.7%
-763.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +3.1% |
| 7D | +6.2% | -1.8% | +8.0% | +6.6% |
| 30D | +19.1% | -8.8% | +27.9% | +21.0% |
| 3M | +14.2% | +47.2% | -33.0% | +3.9% |
| 6M | +43.7% | +61.3% | -17.6% | +27.3% |
| YTD | +116.8% | +42.0% | +74.8% | +95.7% |
| 1Y | +104.3% | +10.5% | +93.9% | +94.1% |
| 3Y | +91.5% | +34.5% | +57.0% | +67.5% |
| 5Y | +214.1% | -40.3% | +254.4% | +223.0% |
| 10Y | +77.0% | +421.5% | -344.5% | -4.4% |
| All | -72.4% | +690.7% | -763.2% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling