+204.4%
USO vs ZETA
+306.8%
-102.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | -0.3% |
| 7D | -1.9% | +18.1% | -20.0% | -1.9% |
| 30D | -5.2% | +13.6% | -18.8% | -5.2% |
| 3M | +16.4% | +23.7% | -7.3% | +16.4% |
| 6M | +2.5% | +128.5% | -126.0% | +2.1% |
| YTD | +110.5% | +80.1% | +30.4% | +110.0% |
| 1Y | +108.4% | +98.0% | +10.4% | +107.5% |
| 3Y | +99.6% | +348.6% | -248.9% | +89.7% |
| 5Y | +160.1% | +286.6% | -126.5% | +138.4% |
| All | +204.4% | +306.8% | -102.4% | +184.5% |
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