+82.9%
USO vs IR
+332.9%
-250.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -1.9% | +2.5% | -4.4% | -2.5% |
| 30D | -5.2% | +9.2% | -14.4% | -7.3% |
| 3M | +16.4% | +0.9% | +15.5% | +15.7% |
| 6M | +2.5% | +19.2% | -16.7% | -3.1% |
| YTD | +110.5% | +7.5% | +103.0% | +100.1% |
| 1Y | +108.4% | +11.7% | +96.7% | +95.4% |
| 3Y | +99.6% | +23.9% | +75.7% | +75.1% |
| 5Y | +160.1% | +46.4% | +113.7% | +110.1% |
| All | +82.9% | +332.9% | -250.0% | -9.6% |
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