+146.1%
USO vs ALL
+145.6%
+0.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.8% |
| 7D | -9.1% | -3.9% | -5.2% | -8.7% |
| 30D | -3.7% | +10.6% | -14.4% | -5.0% |
| 3M | +20.9% | -4.6% | +25.5% | +21.2% |
| 6M | +6.8% | +20.2% | -13.4% | +4.3% |
| YTD | +106.3% | +23.7% | +82.6% | +100.5% |
| 1Y | +100.2% | +27.9% | +72.3% | +93.6% |
| 3Y | +103.1% | +109.2% | -6.1% | +76.2% |
| 5Y | +146.1% | +148.0% | -1.9% | +89.1% |
| All | +146.1% | +145.6% | +0.5% | +89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling