+109.4%
USO vs IP
-0.2%
+109.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.5% |
| 7D | -12.1% | -5.1% | -7.0% | -13.8% |
| 30D | +3.1% | +8.5% | -5.4% | +7.0% |
| 3M | +24.9% | -13.8% | +38.7% | +17.6% |
| 6M | +10.8% | +5.7% | +5.1% | +16.0% |
| YTD | +114.6% | -9.1% | +123.7% | +113.7% |
| 1Y | +109.4% | -0.8% | +110.2% | +106.9% |
| All | +109.4% | -0.2% | +109.6% | +106.9% |
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