-70.9%
USO vs IJR
+475.3%
-546.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.9% | +6.5% | +6.0% |
| 7D | +11.5% | -2.3% | +13.8% | +12.7% |
| 30D | +24.1% | -4.7% | +28.8% | +26.8% |
| 3M | +17.9% | +2.1% | +15.8% | +16.0% |
| 6M | +49.6% | +13.9% | +35.7% | +37.8% |
| YTD | +129.0% | +18.2% | +110.8% | +106.1% |
| 1Y | +112.0% | +21.8% | +90.2% | +87.2% |
| 3Y | +102.3% | +52.2% | +50.1% | +54.1% |
| 5Y | +224.5% | +40.1% | +184.4% | +153.7% |
| 10Y | +86.9% | +169.7% | -82.7% | -1.1% |
| All | -70.9% | +475.3% | -546.2% | -91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling