+146.1%
USO vs IR
+51.1%
+95.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.7% | -8.6% | -3.8% |
| 7D | -9.1% | +5.0% | -14.1% | -9.0% |
| 30D | -3.7% | +10.3% | -14.1% | -3.7% |
| 3M | +20.9% | -0.1% | +21.0% | +21.2% |
| 6M | +6.8% | +14.8% | -8.0% | +6.6% |
| YTD | +106.3% | +9.7% | +96.5% | +103.9% |
| 1Y | +100.2% | +12.2% | +88.0% | +97.0% |
| 3Y | +103.1% | +30.0% | +73.1% | +91.0% |
| 5Y | +146.1% | +46.8% | +99.3% | +134.9% |
| All | +146.1% | +51.1% | +95.0% | +134.9% |
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 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