+97.7%
USO vs IJR
+52.1%
+45.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.2% |
| 7D | +9.1% | -2.2% | +11.3% | +8.9% |
| 30D | +21.7% | -4.6% | +26.3% | +21.3% |
| 3M | +20.2% | +0.2% | +20.0% | +20.1% |
| 6M | +43.4% | +14.7% | +28.6% | +42.5% |
| YTD | +124.0% | +18.9% | +105.1% | +120.5% |
| 1Y | +112.2% | +19.9% | +92.3% | +108.4% |
| 3Y | +97.7% | +53.0% | +44.6% | +87.8% |
| All | +97.7% | +52.1% | +45.6% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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