-73.2%
USO vs ICE
+1,878.1%
-1,951.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.9% | +3.6% | -5.5% | -2.6% |
| 30D | -5.2% | +15.1% | -20.3% | -7.8% |
| 3M | +16.4% | +15.4% | +1.1% | +13.1% |
| 6M | +2.5% | +16.1% | -13.6% | -0.8% |
| YTD | +110.5% | +11.4% | +99.1% | +104.7% |
| 1Y | +108.4% | +18.5% | +90.0% | +100.2% |
| 3Y | +99.6% | +70.5% | +29.1% | +77.2% |
| 5Y | +160.1% | +40.9% | +119.1% | +137.2% |
| 10Y | +86.3% | +260.6% | -174.3% | +41.7% |
| All | -73.2% | +1,878.1% | -1,951.3% | -84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling