+109.3%
USO vs IP
-7.8%
+117.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.1% | +5.3% | +2.3% |
| 7D | -1.4% | -0.9% | -0.6% | -1.7% |
| 30D | -4.6% | +6.7% | -11.3% | -1.6% |
| 3M | +14.7% | -16.6% | +31.3% | +6.5% |
| 6M | +1.2% | +6.0% | -4.8% | +6.2% |
| YTD | +111.2% | -10.7% | +121.9% | +109.1% |
| 1Y | +109.3% | -6.7% | +116.0% | +106.2% |
| All | +109.3% | -7.8% | +117.1% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling