+200.5%
USO vs CAPR
+87.6%
+113.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.6% | +6.5% | +2.9% |
| 7D | +3.6% | -9.5% | +13.1% | +3.6% |
| 30D | +23.8% | +121.5% | -97.7% | +23.0% |
| 3M | +8.1% | -65.4% | +73.4% | +8.2% |
| 6M | +34.3% | -67.5% | +101.8% | +34.5% |
| YTD | +111.1% | -68.6% | +179.8% | +111.5% |
| 1Y | +99.9% | +42.7% | +57.3% | +97.8% |
| 3Y | +86.5% | +43.4% | +43.1% | +75.0% |
| 5Y | +200.5% | +86.0% | +114.5% | +167.4% |
| All | +200.5% | +87.6% | +113.0% | +167.4% |
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