+97.7%
USO vs COPX
+149.4%
-51.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +9.1% | -2.3% | +11.5% | +9.1% |
| 30D | +21.7% | +0.3% | +21.4% | +21.6% |
| 3M | +20.2% | +6.8% | +13.4% | +20.2% |
| 6M | +43.4% | +7.9% | +35.4% | +43.8% |
| YTD | +124.0% | +23.7% | +100.2% | +115.8% |
| 1Y | +112.2% | +71.5% | +40.7% | +89.4% |
| 3Y | +97.7% | +149.1% | -51.4% | +53.6% |
| All | +97.7% | +149.4% | -51.7% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 3y: compounded portfolio wealth divided by compounded COPX 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…
3y analysis · Full analysis span regression · 6 months rolling