+82.0%
USO vs ITOT
+303.4%
-221.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.6% |
| 7D | +9.1% | -0.9% | +10.0% | +9.6% |
| 30D | +21.7% | -1.5% | +23.1% | +22.4% |
| 3M | +20.2% | +3.6% | +16.7% | +17.5% |
| 6M | +43.4% | +13.7% | +29.7% | +31.9% |
| YTD | +124.0% | +12.9% | +111.0% | +106.3% |
| 1Y | +112.2% | +17.2% | +95.0% | +90.9% |
| 3Y | +97.7% | +75.6% | +22.0% | +35.7% |
| 5Y | +217.4% | +75.5% | +141.9% | +114.6% |
| All | +82.0% | +303.4% | -221.5% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling