-73.2%
USO vs A
+675.1%
-748.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.5% |
| 7D | -1.9% | -0.5% | -1.4% | -1.9% |
| 30D | -5.2% | 0.0% | -5.2% | -5.4% |
| 3M | +16.4% | +16.7% | -0.3% | +11.0% |
| 6M | +2.5% | +54.8% | -52.3% | -10.3% |
| YTD | +110.5% | +28.8% | +81.7% | +91.9% |
| 1Y | +108.4% | +19.3% | +89.1% | +94.1% |
| 3Y | +99.6% | +65.5% | +34.1% | +62.4% |
| 5Y | +160.1% | +12.1% | +148.0% | +132.7% |
| 10Y | +86.3% | +305.4% | -219.1% | +1.9% |
| All | -73.2% | +675.1% | -748.4% | -91.0% |
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