-73.9%
USO vs ICE
+1,681.0%
-1,754.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.3% |
| 7D | +9.5% | -0.7% | +10.1% | +9.6% |
| 30D | +23.6% | +7.6% | +16.0% | +21.8% |
| 3M | +3.8% | +13.9% | -10.1% | +1.0% |
| 6M | +55.0% | -2.4% | +57.4% | +55.3% |
| YTD | +105.3% | +0.3% | +105.0% | +104.0% |
| 1Y | +91.4% | -6.4% | +97.8% | +92.5% |
| 3Y | +84.6% | +43.1% | +41.5% | +69.5% |
| 5Y | +191.7% | +42.1% | +149.6% | +165.7% |
| 10Y | +73.3% | +220.9% | -147.6% | +35.0% |
| All | -73.9% | +1,681.0% | -1,754.9% | -84.8% |
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