+112.0%
USO vs IR
-8.2%
+120.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.3% | +5.2% |
| 7D | +11.5% | -3.1% | +14.5% | +9.7% |
| 30D | +24.1% | -14.0% | +38.1% | +14.8% |
| 3M | +17.9% | +3.7% | +14.2% | +21.1% |
| 6M | +49.6% | -15.4% | +65.0% | +46.3% |
| YTD | +129.0% | -7.7% | +136.7% | +120.6% |
| 1Y | +112.0% | -8.8% | +120.8% | +104.6% |
| All | +112.0% | -8.2% | +120.2% | +104.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling