-72.4%
USO vs ITW
+801.9%
-874.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.4% |
| 7D | +6.2% | -1.9% | +8.1% | +7.0% |
| 30D | +19.1% | -10.4% | +29.5% | +23.9% |
| 3M | +14.2% | +3.5% | +10.7% | +11.8% |
| 6M | +43.7% | -3.4% | +47.1% | +43.2% |
| YTD | +116.8% | +8.5% | +108.3% | +105.4% |
| 1Y | +104.3% | +3.2% | +101.1% | +97.0% |
| 3Y | +91.5% | +18.9% | +72.6% | +71.0% |
| 5Y | +214.1% | +35.0% | +179.0% | +159.8% |
| 10Y | +77.0% | +188.6% | -111.6% | +0.5% |
| All | -72.4% | +801.9% | -874.3% | -91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling