-74.0%
USO vs ALL
+740.1%
-814.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.6% |
| 7D | -10.6% | -0.1% | -10.4% | -10.7% |
| 30D | -4.6% | +13.8% | -18.4% | -8.0% |
| 3M | +12.3% | -2.8% | +15.1% | +12.7% |
| 6M | +5.9% | +23.7% | -17.8% | -0.7% |
| YTD | +104.5% | +27.3% | +77.3% | +89.4% |
| 1Y | +97.3% | +30.5% | +66.8% | +81.3% |
| 3Y | +97.0% | +113.0% | -16.0% | +53.8% |
| 5Y | +151.2% | +157.6% | -6.4% | +81.3% |
| 10Y | +76.1% | +368.4% | -292.3% | +6.1% |
| All | -74.0% | +740.1% | -814.1% | -89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling