+128.4%
LQD vs USO
-72.5%
+200.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.2% |
| 7D | 0.0% | +6.2% | -6.3% | 0.0% |
| 30D | -0.2% | +19.1% | -19.3% | -0.2% |
| 3M | -1.7% | +14.2% | -15.9% | -1.7% |
| 6M | -2.7% | +43.7% | -46.4% | -2.7% |
| YTD | -1.4% | +116.8% | -118.3% | -1.6% |
| 1Y | -1.0% | +104.3% | -105.3% | -1.2% |
| 3Y | +15.1% | +91.5% | -76.5% | +14.8% |
| 5Y | -5.2% | +214.1% | -219.3% | -5.8% |
| 10Y | +23.3% | +77.0% | -53.7% | +22.4% |
| All | +128.4% | -72.5% | +200.9% | +143.2% |
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 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