+77.0%
USO vs CAPR
-77.3%
+154.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.6% | +7.3% | +2.7% |
| 7D | +6.2% | -12.6% | +18.9% | +6.4% |
| 30D | +19.1% | +124.4% | -105.3% | +17.7% |
| 3M | +14.2% | -66.8% | +81.0% | +14.8% |
| 6M | +43.7% | -71.8% | +115.5% | +44.6% |
| YTD | +116.8% | -70.1% | +186.9% | +117.8% |
| 1Y | +104.3% | +33.3% | +71.0% | +97.4% |
| 3Y | +91.5% | +36.7% | +54.8% | +79.9% |
| 5Y | +214.1% | +72.5% | +141.6% | +190.6% |
| 10Y | +77.0% | -77.3% | +154.3% | +56.0% |
| All | +77.0% | -77.3% | +154.3% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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