-73.9%
USO vs A
+571.2%
-645.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +9.5% | -1.9% | +11.4% | +10.0% |
| 30D | +23.6% | +6.9% | +16.7% | +21.2% |
| 3M | +3.8% | +9.2% | -5.4% | +1.0% |
| 6M | +55.0% | +25.7% | +29.4% | +43.0% |
| YTD | +105.3% | +11.5% | +93.7% | +95.5% |
| 1Y | +91.4% | +18.4% | +73.0% | +78.2% |
| 3Y | +84.6% | +26.6% | +57.9% | +62.8% |
| 5Y | +191.7% | -12.8% | +204.6% | +182.9% |
| 10Y | +73.3% | +247.2% | -173.9% | -0.7% |
| All | -73.9% | +571.2% | -645.1% | -90.8% |
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