+254.7%
USO vs COMP
-52.0%
+306.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.7% | -10.6% | +0.3% |
| 7D | -12.1% | +13.4% | -25.5% | -11.9% |
| 30D | +3.1% | +11.1% | -8.0% | +3.3% |
| 3M | +24.9% | -18.8% | +43.7% | +24.7% |
| 6M | +10.8% | +10.5% | +0.3% | +10.8% |
| YTD | +114.6% | -3.4% | +118.0% | +115.9% |
| 1Y | +109.4% | +19.7% | +89.7% | +108.9% |
| 3Y | +98.1% | +381.6% | -283.5% | +82.9% |
| 5Y | +162.4% | -17.6% | +180.0% | +151.7% |
| All | +254.7% | -52.0% | +306.7% | +256.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling