+103.1%
USO vs ILMN
+103.6%
-0.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.6% | -7.5% | -3.8% |
| 7D | -9.1% | -2.6% | -6.5% | -9.0% |
| 30D | -3.7% | -20.6% | +16.9% | -4.1% |
| 3M | +20.9% | +17.5% | +3.5% | +21.3% |
| 6M | +6.8% | +55.6% | -48.8% | +7.6% |
| YTD | +106.3% | +68.3% | +37.9% | +107.9% |
| 1Y | +100.2% | +81.1% | +19.1% | +101.2% |
| 3Y | +103.1% | +112.2% | -9.1% | +99.2% |
| All | +103.1% | +103.6% | -0.6% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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