+224.5%
USO vs ICE
+38.6%
+185.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +6.0% | +5.6% |
| 7D | +11.5% | -5.3% | +16.8% | +11.9% |
| 30D | +24.1% | +3.0% | +21.1% | +23.8% |
| 3M | +17.9% | +11.4% | +6.5% | +16.8% |
| 6M | +49.6% | -2.0% | +51.7% | +49.9% |
| YTD | +129.0% | -3.1% | +132.1% | +129.1% |
| 1Y | +112.0% | -8.4% | +120.4% | +113.1% |
| 3Y | +102.3% | +40.7% | +61.5% | +93.7% |
| 5Y | +224.5% | +40.0% | +184.6% | +209.4% |
| All | +224.5% | +38.6% | +185.9% | +209.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling