+86.1%
USO vs A
+247.2%
-161.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.1% | +6.7% | +5.8% |
| 7D | +11.5% | -4.6% | +16.0% | +12.2% |
| 30D | +24.1% | -4.3% | +28.4% | +24.8% |
| 3M | +17.9% | +8.9% | +9.0% | +16.3% |
| 6M | +49.6% | +24.5% | +25.1% | +43.6% |
| YTD | +129.0% | +5.8% | +123.2% | +126.0% |
| 1Y | +112.0% | +16.2% | +95.8% | +104.7% |
| 3Y | +102.3% | +28.5% | +73.8% | +86.0% |
| 5Y | +224.5% | -16.3% | +240.9% | +230.8% |
| All | +86.1% | +247.2% | -161.1% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling