+100.3%
USO vs ZTS
-48.5%
+148.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.8% | +3.3% |
| 7D | -1.4% | +1.0% | -2.5% | -1.3% |
| 30D | -4.6% | +12.4% | -17.0% | -3.4% |
| 3M | +14.7% | +13.6% | +1.2% | +16.4% |
| 6M | +1.2% | +9.3% | -8.1% | +2.5% |
| YTD | +111.2% | -32.6% | +143.8% | +106.2% |
| 1Y | +109.3% | -30.0% | +139.3% | +104.5% |
| All | +100.3% | -48.5% | +148.9% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 3y: compounded portfolio wealth divided by compounded ZTS 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…
3y analysis · Full analysis span regression · 6 months rolling