+68.7%
USO vs INVH
+75.4%
-6.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +9.1% | -3.0% | +12.1% | +9.7% |
| 30D | +21.7% | -7.5% | +29.2% | +23.5% |
| 3M | +20.2% | -5.5% | +25.8% | +21.3% |
| 6M | +43.4% | +11.7% | +31.7% | +39.1% |
| YTD | +124.0% | +1.3% | +122.6% | +121.6% |
| 1Y | +112.2% | -6.1% | +118.3% | +113.4% |
| 3Y | +97.7% | -9.8% | +107.4% | +97.7% |
| 5Y | +217.4% | -19.7% | +237.1% | +223.8% |
| All | +68.7% | +75.4% | -6.7% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 10y: compounded portfolio wealth divided by compounded INVH 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…
10y analysis · Full analysis span regression · 6 months rolling