-73.9%
USO vs IT
+1,311.2%
-1,385.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.8% |
| 7D | +9.5% | -6.0% | +15.5% | +10.6% |
| 30D | +23.6% | 0.0% | +23.6% | +23.3% |
| 3M | +3.8% | +13.1% | -9.3% | 0.0% |
| 6M | +55.0% | +11.7% | +43.4% | +48.9% |
| YTD | +105.3% | -26.1% | +131.4% | +112.4% |
| 1Y | +91.4% | -21.3% | +112.6% | +94.2% |
| 3Y | +84.6% | -46.7% | +131.3% | +97.3% |
| 5Y | +191.7% | -40.5% | +232.2% | +197.4% |
| 10Y | +73.3% | +103.9% | -30.6% | +24.7% |
| All | -73.9% | +1,311.2% | -1,385.1% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling