+91.4%
USO vs IT
-52.2%
+143.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +2.7% |
| 7D | +6.2% | -9.1% | +15.4% | +6.2% |
| 30D | +19.1% | -12.2% | +31.3% | +19.0% |
| 3M | +14.2% | +7.8% | +6.4% | +14.6% |
| 6M | +43.7% | +2.0% | +41.8% | +44.0% |
| YTD | +116.8% | -32.7% | +149.6% | +116.1% |
| 1Y | +104.3% | -31.1% | +135.4% | +103.7% |
| All | +91.4% | -52.2% | +143.5% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling