+134.5%
IBM vs USO
+90.4%
+44.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.6% | -8.1% | -3.0% |
| 7D | -0.3% | +11.5% | -11.8% | -1.4% |
| 30D | -1.8% | +24.1% | -26.0% | -4.0% |
| 3M | -13.5% | +17.9% | -31.4% | -15.2% |
| 6M | -5.1% | +49.6% | -54.7% | -10.4% |
| YTD | -19.4% | +129.0% | -148.4% | -28.1% |
| 1Y | -6.5% | +112.0% | -118.5% | -15.9% |
| 3Y | +73.8% | +102.3% | -28.5% | +55.4% |
| 5Y | +116.3% | +224.5% | -108.2% | +76.6% |
| All | +134.5% | +90.4% | +44.2% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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