+54.3%
USO vs ZS
+498.3%
-444.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.2% |
| 7D | +9.1% | -3.1% | +12.2% | +9.3% |
| 30D | +21.7% | -7.2% | +28.9% | +22.1% |
| 3M | +20.2% | +30.5% | -10.2% | +18.0% |
| 6M | +43.4% | +7.0% | +36.4% | +41.6% |
| YTD | +124.0% | -26.8% | +150.8% | +125.9% |
| 1Y | +112.2% | -42.6% | +154.8% | +117.0% |
| 3Y | +97.7% | -0.3% | +98.0% | +93.3% |
| 5Y | +217.4% | -39.2% | +256.6% | +211.4% |
| All | +54.3% | +498.3% | -444.0% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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