+108.4%
USO vs COMP
+7.7%
+100.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | +0.3% |
| 7D | -1.9% | 0.0% | -1.9% | -1.7% |
| 30D | -5.2% | +16.6% | -21.7% | +1.3% |
| 3M | +16.4% | -23.5% | +40.0% | +7.4% |
| 6M | +2.5% | +25.7% | -23.2% | +16.0% |
| YTD | +110.5% | -3.4% | +113.9% | +149.5% |
| 1Y | +108.4% | +7.6% | +100.8% | +149.7% |
| All | +108.4% | +7.7% | +100.7% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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