-64.0%
USO vs CAPR
-99.1%
+35.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | +9.5% | -2.0% | +11.4% | +9.5% |
| 30D | +23.6% | +139.2% | -115.6% | +22.1% |
| 3M | +3.8% | -66.4% | +70.2% | +4.3% |
| 6M | +55.0% | -63.1% | +118.2% | +55.5% |
| YTD | +105.3% | -67.4% | +172.7% | +106.0% |
| 1Y | +91.4% | +58.2% | +33.1% | +84.4% |
| 3Y | +84.6% | +42.2% | +42.3% | +74.6% |
| 5Y | +191.7% | +87.3% | +104.5% | +173.0% |
| 10Y | +73.3% | -75.3% | +148.6% | +56.1% |
| All | -64.0% | -99.1% | +35.0% | -68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling