+214.1%
USO vs ALL
+115.1%
+98.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +6.2% | -2.2% | +8.5% | +6.5% |
| 30D | +19.1% | -5.6% | +24.7% | +19.8% |
| 3M | +14.2% | +17.2% | -3.0% | +12.0% |
| 6M | +43.7% | +23.2% | +20.5% | +40.1% |
| YTD | +116.8% | +23.6% | +93.2% | +111.0% |
| 1Y | +104.3% | +29.2% | +75.2% | +97.5% |
| 3Y | +91.5% | +153.8% | -62.3% | +58.3% |
| 5Y | +214.1% | +116.1% | +98.0% | +162.9% |
| All | +214.1% | +115.1% | +98.9% | +162.9% |
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