+82.6%
USO vs IP
+21.5%
+61.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | +0.1% |
| 7D | +9.5% | -5.3% | +14.7% | +9.0% |
| 30D | +23.6% | -10.9% | +34.4% | +22.5% |
| 3M | +3.8% | +11.2% | -7.4% | +4.4% |
| 6M | +55.0% | -10.2% | +65.3% | +58.7% |
| YTD | +105.3% | -2.0% | +107.3% | +107.1% |
| 1Y | +91.4% | -19.1% | +110.5% | +97.7% |
| All | +82.6% | +21.5% | +61.1% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling