+91.4%
USO vs IRM
+102.2%
-10.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.7% |
| 7D | +6.2% | +3.0% | +3.2% | +6.4% |
| 30D | +19.1% | -5.2% | +24.3% | +18.8% |
| 3M | +14.2% | -8.0% | +22.3% | +13.9% |
| 6M | +43.7% | +9.2% | +34.6% | +43.8% |
| YTD | +116.8% | +41.0% | +75.9% | +114.3% |
| 1Y | +104.3% | +23.3% | +81.1% | +103.1% |
| All | +91.4% | +102.2% | -10.9% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 3y: compounded portfolio wealth divided by compounded IRM 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…
3y analysis · Full analysis span regression · 6 months rolling