+195.5%
USO vs ILMN
-51.8%
+247.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.1% |
| 7D | +9.5% | +1.2% | +8.2% | +9.4% |
| 30D | +23.6% | +9.2% | +14.4% | +23.3% |
| 3M | +3.8% | +29.8% | -26.0% | +3.2% |
| 6M | +55.0% | +69.2% | -14.2% | +53.0% |
| YTD | +105.3% | +66.4% | +38.9% | +102.4% |
| 1Y | +91.4% | +123.4% | -32.0% | +85.4% |
| 3Y | +84.6% | +33.2% | +51.4% | +81.8% |
| All | +195.5% | -51.8% | +247.3% | +197.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling