-49.8%
USO vs ZTS
+170.4%
-220.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +9.5% | -2.0% | +11.4% | +9.7% |
| 30D | +23.6% | +1.9% | +21.7% | +23.2% |
| 3M | +3.8% | -4.0% | +7.8% | +4.2% |
| 6M | +55.0% | -39.1% | +94.2% | +64.4% |
| YTD | +105.3% | -38.8% | +144.1% | +117.2% |
| 1Y | +91.4% | -49.6% | +140.9% | +108.7% |
| 3Y | +84.6% | -59.0% | +143.5% | +105.8% |
| 5Y | +191.7% | -61.8% | +253.5% | +225.6% |
| 10Y | +73.3% | +61.4% | +11.8% | +46.9% |
| All | -49.8% | +170.4% | -220.2% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling