+45.4%
USO vs ZS
+488.9%
-443.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.6% | +7.5% | +3.1% |
| 7D | +3.6% | -9.2% | +12.8% | +4.1% |
| 30D | +23.8% | -4.0% | +27.8% | +23.9% |
| 3M | +8.1% | +25.3% | -17.2% | +6.3% |
| 6M | +34.3% | -1.3% | +35.5% | +33.2% |
| YTD | +111.1% | -28.0% | +139.1% | +113.1% |
| 1Y | +99.9% | -42.5% | +142.4% | +104.4% |
| 3Y | +86.5% | +0.7% | +85.8% | +82.3% |
| 5Y | +200.5% | -42.3% | +242.8% | +195.9% |
| All | +45.4% | +488.9% | -443.4% | +18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling