+231.1%
USO vs ZETA
+239.2%
-8.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.5% | +5.1% | +5.6% |
| 7D | +11.5% | -6.5% | +18.0% | +11.5% |
| 30D | +24.1% | +4.8% | +19.3% | +24.1% |
| 3M | +17.9% | +53.3% | -35.4% | +17.8% |
| 6M | +49.6% | +66.8% | -17.2% | +49.3% |
| YTD | +129.0% | +50.2% | +78.8% | +128.6% |
| 1Y | +112.0% | +62.0% | +50.0% | +111.0% |
| 3Y | +102.3% | +276.4% | -174.1% | +92.1% |
| 5Y | +224.5% | +341.6% | -117.1% | +190.0% |
| All | +231.1% | +239.2% | -8.0% | +209.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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