+91.4%
USO vs IYR
+8.4%
+83.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.7% |
| 7D | +9.5% | -1.2% | +10.7% | +8.4% |
| 30D | +23.6% | -2.9% | +26.4% | +21.1% |
| 3M | +3.8% | +0.8% | +3.0% | +4.9% |
| 6M | +55.0% | +1.9% | +53.2% | +61.4% |
| YTD | +105.3% | +9.6% | +95.6% | +106.6% |
| 1Y | +91.4% | +8.1% | +83.3% | +92.9% |
| All | +91.4% | +8.4% | +83.0% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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