+37.0%
USO vs ZM
+48.4%
-11.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.8% | +7.7% | +2.9% |
| 7D | +3.6% | +1.6% | +1.9% | +3.6% |
| 30D | +23.8% | -7.7% | +31.5% | +23.7% |
| 3M | +8.1% | -4.7% | +12.7% | +8.1% |
| 6M | +34.3% | +24.4% | +9.8% | +34.4% |
| YTD | +111.1% | +11.8% | +99.4% | +111.4% |
| 1Y | +99.9% | +13.4% | +86.6% | +100.1% |
| 3Y | +86.5% | +33.8% | +52.7% | +86.8% |
| 5Y | +200.5% | -67.2% | +267.7% | +193.6% |
| All | +37.0% | +48.4% | -11.3% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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