+72.5%
USO vs INVH
+75.5%
-3.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.2% | +7.8% | +6.0% |
| 7D | +11.5% | -3.1% | +14.6% | +12.1% |
| 30D | +24.1% | -7.5% | +31.6% | +25.9% |
| 3M | +17.9% | -6.3% | +24.2% | +19.2% |
| 6M | +49.6% | +9.4% | +40.2% | +45.8% |
| YTD | +129.0% | +1.4% | +127.6% | +126.5% |
| 1Y | +112.0% | -4.1% | +116.1% | +112.1% |
| 3Y | +102.3% | -9.2% | +111.5% | +102.0% |
| 5Y | +224.5% | -19.6% | +244.2% | +231.0% |
| All | +72.5% | +75.5% | -3.0% | +48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling