-50.9%
USO vs COPX
+179.8%
-230.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -7.0% | +12.6% | +8.1% |
| 7D | +11.5% | -2.9% | +14.4% | +12.4% |
| 30D | +24.1% | 0.0% | +24.1% | +23.4% |
| 3M | +17.9% | +14.8% | +3.1% | +10.1% |
| 6M | +49.6% | +7.0% | +42.6% | +38.3% |
| YTD | +129.0% | +23.8% | +105.2% | +95.5% |
| 1Y | +112.0% | +75.7% | +36.3% | +54.4% |
| 3Y | +102.3% | +156.4% | -54.1% | +18.9% |
| 5Y | +224.5% | +167.6% | +57.0% | +80.6% |
| 10Y | +86.9% | +569.1% | -482.2% | -37.7% |
| All | -50.9% | +179.8% | -230.6% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling