-73.8%
USO vs ILMN
+1,653.3%
-1,727.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.6% | -7.5% | -4.2% |
| 7D | -9.1% | -2.6% | -6.5% | -8.9% |
| 30D | -3.7% | -20.6% | +16.9% | -2.0% |
| 3M | +20.9% | +17.5% | +3.5% | +18.3% |
| 6M | +6.8% | +55.6% | -48.8% | +1.6% |
| YTD | +106.3% | +68.3% | +37.9% | +93.5% |
| 1Y | +100.2% | +81.1% | +19.1% | +86.3% |
| 3Y | +103.1% | +112.2% | -9.1% | +81.5% |
| 5Y | +146.1% | -42.6% | +188.7% | +148.1% |
| 10Y | +73.5% | +70.5% | +3.0% | +51.1% |
| All | -73.8% | +1,653.3% | -1,727.1% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling