+72.4%
IBM vs USO
+86.9%
-14.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.1% |
| 7D | +0.3% | +3.6% | -3.3% | +0.4% |
| 30D | -1.5% | +23.8% | -25.3% | -0.8% |
| 3M | -16.8% | +8.1% | -24.8% | -16.2% |
| 6M | -9.0% | +34.3% | -43.3% | -9.3% |
| YTD | -20.1% | +111.1% | -131.2% | -22.1% |
| 1Y | -7.0% | +99.9% | -106.9% | -9.2% |
| 3Y | +72.4% | +86.5% | -14.1% | +63.7% |
| All | +72.4% | +86.9% | -14.5% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling