+214.1%
USO vs IT
-45.7%
+259.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +2.8% |
| 7D | +6.2% | -9.1% | +15.4% | +6.6% |
| 30D | +19.1% | -12.2% | +31.3% | +19.6% |
| 3M | +14.2% | +7.8% | +6.4% | +13.8% |
| 6M | +43.7% | +2.0% | +41.8% | +43.3% |
| YTD | +116.8% | -32.7% | +149.6% | +120.4% |
| 1Y | +104.3% | -31.1% | +135.4% | +107.1% |
| 3Y | +91.5% | -52.1% | +143.6% | +96.2% |
| 5Y | +214.1% | -46.3% | +260.4% | +226.4% |
| All | +214.1% | -45.7% | +259.8% | +226.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling