+239.3%
USO vs COMP
-47.7%
+287.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | +9.5% | +1.4% | +8.1% | +9.5% |
| 30D | +23.6% | -13.3% | +36.9% | +23.5% |
| 3M | +3.8% | +41.1% | -37.3% | +3.7% |
| 6M | +55.0% | +17.2% | +37.9% | +55.6% |
| YTD | +105.3% | +5.2% | +100.1% | +106.5% |
| 1Y | +91.4% | +18.9% | +72.4% | +91.3% |
| 3Y | +84.6% | +215.9% | -131.4% | +74.8% |
| 5Y | +191.7% | -31.2% | +222.9% | +185.7% |
| All | +239.3% | -47.7% | +287.0% | +241.2% |
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