+109.3%
USO vs IRE
-97.7%
+207.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -13.5% | +16.8% | +2.9% |
| 7D | -1.4% | +11.1% | -12.6% | -0.9% |
| 30D | -4.6% | -75.2% | +70.6% | -7.8% |
| 3M | +14.7% | -86.4% | +101.1% | +9.2% |
| 6M | +1.2% | -94.8% | +96.1% | -3.8% |
| YTD | +111.2% | -93.3% | +204.5% | +102.1% |
| 1Y | +109.3% | -97.5% | +206.8% | +105.5% |
| All | +109.3% | -97.7% | +207.0% | +105.5% |
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