-74.0%
USO vs A
+688.5%
-762.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -2.7% | -0.1% | -2.6% | -2.8% |
| 30D | -6.3% | +3.3% | -9.6% | -7.3% |
| 3M | +10.9% | +18.5% | -7.7% | +5.3% |
| 6M | +2.0% | +59.3% | -57.3% | -11.4% |
| YTD | +104.6% | +31.0% | +73.5% | +85.7% |
| 1Y | +94.5% | +19.3% | +75.2% | +81.2% |
| 3Y | +97.1% | +66.8% | +30.2% | +60.1% |
| 5Y | +151.6% | +15.5% | +136.1% | +123.2% |
| 10Y | +81.0% | +312.3% | -231.3% | -1.4% |
| All | -74.0% | +688.5% | -762.5% | -91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling