+196.8%
USO vs ZETA
+247.9%
-51.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | -0.1% |
| 7D | +9.5% | +2.7% | +6.8% | +9.4% |
| 30D | +23.6% | +15.8% | +7.8% | +23.5% |
| 3M | +3.8% | +35.4% | -31.6% | +3.8% |
| 6M | +55.0% | +67.1% | -12.1% | +54.7% |
| YTD | +105.3% | +54.1% | +51.2% | +104.9% |
| 1Y | +91.4% | +67.8% | +23.5% | +90.5% |
| 3Y | +84.6% | +311.4% | -226.9% | +74.8% |
| 5Y | +191.7% | +324.8% | -133.1% | +161.7% |
| All | +196.8% | +247.9% | -51.1% | +177.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling