-72.8%
USO vs IP
+131.9%
-204.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +5.9% | +2.8% |
| 7D | -11.9% | -5.0% | -6.9% | -10.9% |
| 30D | +2.3% | +6.5% | -4.3% | +0.6% |
| 3M | +29.0% | -18.0% | +47.0% | +34.2% |
| 6M | +2.8% | +10.3% | -7.5% | -2.2% |
| YTD | +114.3% | -9.9% | +124.2% | +110.2% |
| 1Y | +108.7% | -1.1% | +109.7% | +99.1% |
| 3Y | +98.0% | +13.0% | +85.0% | +75.2% |
| 5Y | +162.1% | -12.3% | +174.4% | +144.7% |
| 10Y | +85.6% | +26.8% | +58.8% | +48.3% |
| All | -72.8% | +131.9% | -204.7% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling