+120.6%
IBM vs USO
+213.6%
-93.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.7% | +0.7% | +3.3% |
| 7D | +3.6% | +6.2% | -2.7% | +3.4% |
| 30D | +1.5% | +19.1% | -17.6% | +1.0% |
| 3M | -12.9% | +14.2% | -27.1% | -13.3% |
| 6M | -3.9% | +43.7% | -47.6% | -6.5% |
| YTD | -17.3% | +116.8% | -134.2% | -22.5% |
| 1Y | -5.0% | +104.3% | -109.3% | -10.5% |
| 3Y | +78.2% | +91.5% | -13.3% | +67.1% |
| 5Y | +120.6% | +214.1% | -93.4% | +83.4% |
| All | +120.6% | +213.6% | -93.0% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling