-51.4%
USO vs INDA
+111.6%
-163.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.3% |
| 7D | +3.6% | -1.0% | +4.6% | +3.8% |
| 30D | +23.8% | -2.5% | +26.3% | +24.5% |
| 3M | +8.1% | +4.0% | +4.1% | +6.5% |
| 6M | +34.3% | -1.8% | +36.1% | +33.4% |
| YTD | +111.1% | -9.2% | +120.3% | +114.6% |
| 1Y | +99.9% | -7.2% | +107.1% | +101.7% |
| 3Y | +86.5% | +9.8% | +76.7% | +75.7% |
| 5Y | +200.5% | +7.5% | +193.0% | +183.2% |
| 10Y | +66.5% | +80.8% | -14.2% | +27.5% |
| All | -51.4% | +111.6% | -163.0% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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