+91.4%
USO vs COR
+85.9%
+5.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.7% |
| 7D | +6.2% | -3.9% | +10.1% | +6.1% |
| 30D | +19.1% | -0.3% | +19.4% | +19.1% |
| 3M | +14.2% | +15.9% | -1.7% | +15.3% |
| 6M | +43.7% | -10.3% | +54.0% | +40.8% |
| YTD | +116.8% | -3.7% | +120.5% | +115.1% |
| 1Y | +104.3% | +9.1% | +95.3% | +107.0% |
| All | +91.4% | +85.9% | +5.5% | +104.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling