-72.4%
USO vs ITOT
+724.0%
-796.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +3.0% |
| 7D | +6.2% | -0.4% | +6.6% | +6.5% |
| 30D | +19.1% | -1.6% | +20.7% | +20.2% |
| 3M | +14.2% | +3.5% | +10.7% | +11.0% |
| 6M | +43.7% | +13.1% | +30.6% | +30.4% |
| YTD | +116.8% | +12.7% | +104.1% | +96.5% |
| 1Y | +104.3% | +18.3% | +86.0% | +79.0% |
| 3Y | +91.5% | +76.4% | +15.1% | +25.1% |
| 5Y | +214.1% | +73.8% | +140.3% | +102.2% |
| 10Y | +77.0% | +301.2% | -224.2% | -38.3% |
| All | -72.4% | +724.0% | -796.4% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling