+102.2%
USO vs CHD
+30.9%
+71.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.6% | -10.7% | -6.6% |
| 7D | -12.7% | +6.9% | -19.7% | -9.4% |
| 30D | +1.0% | +17.1% | -16.1% | +9.9% |
| 3M | +25.6% | +9.1% | +16.5% | +32.7% |
| 6M | -1.5% | +21.4% | -22.9% | +8.8% |
| YTD | +110.3% | +34.9% | +75.4% | +119.2% |
| 1Y | +102.2% | +31.0% | +71.1% | +110.6% |
| All | +102.2% | +30.9% | +71.2% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling