-71.5%
USO vs IDXX
+2,395.7%
-2,467.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | +9.1% | -5.7% | +14.8% | +10.1% |
| 30D | +21.7% | -11.5% | +33.2% | +24.0% |
| 3M | +20.2% | -9.5% | +29.8% | +21.7% |
| 6M | +43.4% | -16.0% | +59.3% | +46.0% |
| YTD | +124.0% | -25.4% | +149.4% | +132.8% |
| 1Y | +112.2% | -21.8% | +134.0% | +117.5% |
| 3Y | +97.7% | +7.0% | +90.6% | +84.4% |
| 5Y | +217.4% | -26.0% | +243.4% | +214.4% |
| 10Y | +82.8% | +358.9% | -276.1% | +4.2% |
| All | -71.5% | +2,395.7% | -2,467.3% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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