-5.0%
IBM vs USO
+102.7%
-107.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.7% | +0.7% | +3.6% |
| 7D | +3.6% | +6.2% | -2.7% | +4.0% |
| 30D | +1.5% | +19.1% | -17.6% | +3.0% |
| 3M | -12.9% | +14.2% | -27.1% | -11.4% |
| 6M | -3.9% | +43.7% | -47.6% | -3.9% |
| YTD | -17.3% | +116.8% | -134.2% | -21.3% |
| 1Y | -5.0% | +104.3% | -109.3% | -8.8% |
| All | -5.0% | +102.7% | -107.7% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling