+102.2%
USO vs COR
+5.5%
+96.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.0% | -12.0% | -8.1% |
| 7D | -12.7% | +9.1% | -21.8% | -12.9% |
| 30D | +1.0% | +12.4% | -11.4% | +0.5% |
| 3M | +25.6% | +15.8% | +9.8% | +24.8% |
| 6M | -1.5% | +17.1% | -18.6% | -1.3% |
| YTD | +110.3% | +5.4% | +104.8% | +106.9% |
| 1Y | +102.2% | +3.5% | +98.6% | +99.2% |
| All | +102.2% | +5.5% | +96.7% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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