+112.2%
USO vs ITW
+4.8%
+107.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -1.5% |
| 7D | +9.1% | -0.7% | +9.8% | +8.7% |
| 30D | +21.7% | -8.3% | +30.0% | +15.8% |
| 3M | +20.2% | +6.0% | +14.2% | +24.4% |
| 6M | +43.4% | 0.0% | +43.4% | +48.3% |
| YTD | +124.0% | +10.2% | +113.7% | +125.9% |
| 1Y | +112.2% | +3.2% | +109.0% | +111.0% |
| All | +112.2% | +4.8% | +107.4% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling