+91.4%
USO vs ICE
+40.8%
+50.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.7% |
| 7D | +6.2% | -0.9% | +7.1% | +6.2% |
| 30D | +19.1% | +4.0% | +15.1% | +19.0% |
| 3M | +14.2% | +11.0% | +3.3% | +14.1% |
| 6M | +43.7% | -5.0% | +48.7% | +43.9% |
| YTD | +116.8% | -2.7% | +119.5% | +116.6% |
| 1Y | +104.3% | -8.6% | +113.0% | +104.0% |
| All | +91.4% | +40.8% | +50.6% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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