+88.4%
USO vs IR
+274.4%
-186.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +3.2% |
| 7D | +6.2% | -1.9% | +8.1% | +6.7% |
| 30D | +19.1% | -15.0% | +34.1% | +23.4% |
| 3M | +14.2% | -0.4% | +14.6% | +13.1% |
| 6M | +43.7% | -15.0% | +58.8% | +46.5% |
| YTD | +116.8% | -7.1% | +123.9% | +113.7% |
| 1Y | +104.3% | -7.5% | +111.9% | +100.9% |
| 3Y | +91.5% | +6.3% | +85.2% | +74.0% |
| 5Y | +214.1% | +37.3% | +176.7% | +154.7% |
| All | +88.4% | +274.4% | -186.0% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling