+200.5%
USO vs IR
+46.5%
+154.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +2.9% |
| 7D | +3.6% | +0.6% | +2.9% | +3.6% |
| 30D | +23.8% | -13.6% | +37.4% | +24.1% |
| 3M | +8.1% | +3.7% | +4.4% | +7.4% |
| 6M | +34.3% | -13.1% | +47.3% | +35.2% |
| 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% | +76.2% |
| 5Y | +200.5% | +43.3% | +157.2% | +175.6% |
| All | +200.5% | +46.5% | +154.0% | +175.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling