+500.6%
IBM vs USO
-74.1%
+574.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -1.7% | -2.7% | +1.0% | -1.4% |
| 30D | +10.1% | -6.3% | +16.4% | +10.9% |
| 3M | +4.8% | +10.9% | -6.0% | +3.0% |
| 6M | +12.6% | +2.0% | +10.6% | +11.1% |
| YTD | -13.9% | +104.6% | -118.5% | -24.7% |
| 1Y | -18.7% | +94.5% | -113.2% | -28.3% |
| 3Y | +81.9% | +97.1% | -15.2% | +57.7% |
| 5Y | +148.3% | +151.6% | -3.3% | +101.4% |
| 10Y | +143.6% | +81.0% | +62.6% | +97.5% |
| All | +500.6% | -74.1% | +574.7% | +501.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling