+97.0%
USO vs CAPR
+222.5%
-125.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.9% | +9.1% | -0.8% |
| 7D | -10.6% | +7.6% | -18.2% | -10.6% |
| 30D | -4.6% | +13.3% | -17.8% | -4.6% |
| 3M | +12.3% | +130.4% | -118.1% | +12.0% |
| 6M | +5.9% | -70.8% | +76.7% | +5.9% |
| YTD | +104.5% | -69.3% | +173.8% | +104.6% |
| 1Y | +97.3% | +59.5% | +37.8% | +98.0% |
| 3Y | +97.0% | +216.8% | -119.8% | +96.0% |
| All | +97.0% | +222.5% | -125.5% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling