-73.2%
USO vs IT
+1,354.6%
-1,427.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -1.9% | +1.1% | -3.0% | -2.1% |
| 30D | -5.2% | -1.8% | -3.3% | -5.4% |
| 3M | +16.4% | +4.8% | +11.6% | +14.3% |
| 6M | +2.5% | +33.0% | -30.5% | -5.5% |
| YTD | +110.5% | -23.8% | +134.3% | +114.8% |
| 1Y | +108.4% | -16.5% | +124.9% | +108.3% |
| 3Y | +99.6% | -53.6% | +153.3% | +120.1% |
| 5Y | +160.1% | -42.1% | +202.2% | +165.5% |
| 10Y | +86.3% | +90.1% | -3.8% | +35.6% |
| All | -73.2% | +1,354.6% | -1,427.8% | -87.5% |
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