-73.9%
USO vs ILMN
+1,632.9%
-1,706.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | +9.5% | +1.2% | +8.2% | +9.3% |
| 30D | +23.6% | +9.2% | +14.4% | +22.4% |
| 3M | +3.8% | +29.8% | -26.0% | +1.0% |
| 6M | +55.0% | +69.2% | -14.2% | +46.5% |
| YTD | +105.3% | +66.4% | +38.9% | +93.8% |
| 1Y | +91.4% | +123.4% | -32.0% | +74.4% |
| 3Y | +84.6% | +33.2% | +51.4% | +74.3% |
| 5Y | +191.7% | -52.0% | +243.7% | +201.8% |
| 10Y | +73.3% | +33.6% | +39.7% | +55.1% |
| All | -73.9% | +1,632.9% | -1,706.9% | -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