+112.2%
USO vs IT
-23.2%
+135.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.3% | -7.5% | -2.1% |
| 7D | +9.1% | -3.7% | +12.8% | +9.1% |
| 30D | +21.7% | +0.1% | +21.6% | +21.7% |
| 3M | +20.2% | +20.7% | -0.4% | +21.0% |
| 6M | +43.4% | +12.0% | +31.4% | +44.3% |
| YTD | +124.0% | -28.8% | +152.8% | +120.6% |
| 1Y | +112.2% | -25.5% | +137.7% | +108.7% |
| All | +112.2% | -23.2% | +135.4% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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