+213.1%
USO vs ITOT
+74.3%
+138.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | +9.1% | -0.9% | +10.0% | +9.3% |
| 30D | +21.7% | -1.5% | +23.1% | +21.9% |
| 3M | +20.2% | +3.6% | +16.7% | +19.3% |
| 6M | +43.4% | +13.7% | +29.7% | +38.8% |
| YTD | +124.0% | +12.9% | +111.0% | +117.0% |
| 1Y | +112.2% | +17.2% | +95.0% | +103.0% |
| 3Y | +97.7% | +75.6% | +22.0% | +63.8% |
| All | +213.1% | +74.3% | +138.8% | +171.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling