+86.5%
USO vs IR
+8.4%
+78.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +2.7% |
| 7D | +3.6% | +0.6% | +2.9% | +3.6% |
| 30D | +23.8% | -13.6% | +37.4% | +21.9% |
| 3M | +8.1% | +3.7% | +4.4% | +8.2% |
| 6M | +34.3% | -13.1% | +47.3% | +34.8% |
| YTD | +111.1% | -5.1% | +116.3% | +108.6% |
| 1Y | +99.9% | -6.5% | +106.4% | +97.7% |
| 3Y | +86.5% | +8.5% | +78.0% | +90.9% |
| All | +86.5% | +8.4% | +78.2% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling