+107.9%
USO vs IRE
-84.4%
+192.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +14.0% | -14.1% | +0.3% |
| 7D | +9.5% | +54.8% | -45.3% | +11.0% |
| 30D | +23.6% | +18.4% | +5.2% | +24.7% |
| 3M | +3.8% | -66.7% | +70.6% | +2.8% |
| 6M | +55.0% | -52.3% | +107.4% | +57.9% |
| YTD | +105.3% | -52.3% | +157.6% | +107.2% |
| All | +107.9% | -84.4% | +192.4% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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