+151.2%
USO vs CAPR
+151.3%
-0.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.6% |
| 6M | +5.9% | -70.8% | +76.7% | +6.1% |
| YTD | +104.5% | -69.3% | +173.8% | +104.8% |
| 1Y | +97.3% | +59.5% | +37.8% | +95.0% |
| 3Y | +97.0% | +216.8% | -119.8% | +78.0% |
| 5Y | +151.2% | +152.7% | -1.6% | +121.4% |
| All | +151.2% | +151.3% | -0.1% | +121.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling