+99.0%
USO vs IP
-2.1%
+101.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.9% | -6.8% | -2.6% |
| 7D | -9.1% | -3.0% | -6.0% | -10.0% |
| 30D | -3.7% | +10.6% | -14.4% | +0.8% |
| 3M | +20.9% | -13.6% | +34.5% | +14.0% |
| 6M | +6.8% | +10.4% | -3.6% | +14.0% |
| YTD | +106.3% | -6.5% | +112.8% | +107.8% |
| All | +99.0% | -2.1% | +101.1% | +98.9% |
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