+113.9%
USO vs IRE
-82.8%
+196.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.2% | -7.4% | +3.2% |
| 7D | +3.6% | +58.9% | -55.3% | +5.1% |
| 30D | +23.8% | +17.2% | +6.6% | +24.9% |
| 3M | +8.1% | -58.6% | +66.7% | +7.6% |
| 6M | +34.3% | -23.5% | +57.7% | +36.1% |
| YTD | +111.1% | -47.4% | +158.6% | +113.8% |
| All | +113.9% | -82.8% | +196.7% | +118.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling