+86.3%
USO vs IAU
+124.3%
-38.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.0% |
| 7D | +3.6% | +0.7% | +2.8% | +3.5% |
| 30D | +23.8% | +0.3% | +23.4% | +23.6% |
| 3M | +8.1% | +0.7% | +7.3% | +8.0% |
| 6M | +34.3% | -15.5% | +49.8% | +38.5% |
| YTD | +111.1% | +1.0% | +110.2% | +104.4% |
| 1Y | +99.9% | +19.6% | +80.4% | +79.9% |
| All | +86.3% | +124.3% | -38.0% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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