+81.0%
USO vs ALL
+371.2%
-290.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -2.7% | -2.6% | -0.2% | -2.1% |
| 30D | -6.3% | +12.7% | -19.0% | -9.5% |
| 3M | +10.9% | +0.4% | +10.5% | +10.3% |
| 6M | +2.0% | +23.8% | -21.8% | -4.4% |
| YTD | +104.6% | +27.8% | +76.8% | +89.1% |
| 1Y | +94.5% | +28.9% | +65.7% | +79.2% |
| 3Y | +97.1% | +113.9% | -16.8% | +49.0% |
| 5Y | +151.6% | +157.4% | -5.7% | +70.8% |
| 10Y | +81.0% | +369.0% | -288.0% | -7.3% |
| All | +81.0% | +371.2% | -290.2% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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