+213.1%
USO vs ZS
-38.5%
+251.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +22.0% |
| 3M | +20.2% | +30.5% | -10.2% | +18.4% |
| 6M | +43.4% | +7.0% | +36.4% | +42.0% |
| YTD | +124.0% | -26.8% | +150.8% | +125.8% |
| 1Y | +112.2% | -42.6% | +154.8% | +116.7% |
| 3Y | +97.7% | -0.3% | +98.0% | +94.4% |
| All | +213.1% | -38.5% | +251.6% | +214.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling