-73.9%
USO vs COR
+2,137.8%
-2,211.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.3% |
| 7D | +9.5% | +2.8% | +6.7% | +8.9% |
| 30D | +23.6% | +4.5% | +19.0% | +22.5% |
| 3M | +3.8% | +22.7% | -18.8% | -0.2% |
| 6M | +55.0% | -9.7% | +64.8% | +57.1% |
| YTD | +105.3% | -1.4% | +106.7% | +104.1% |
| 1Y | +91.4% | +13.9% | +77.4% | +84.7% |
| 3Y | +84.6% | +94.0% | -9.4% | +57.6% |
| 5Y | +191.7% | +184.0% | +7.7% | +127.6% |
| 10Y | +73.3% | +406.8% | -333.5% | +15.6% |
| All | -73.9% | +2,137.8% | -2,211.8% | -89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling