-73.2%
USO vs IYR
+198.8%
-272.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +3.6% | -0.4% | +4.0% | +3.7% |
| 30D | +23.8% | -2.5% | +26.3% | +24.6% |
| 3M | +8.1% | +1.5% | +6.6% | +7.3% |
| 6M | +34.3% | +3.9% | +30.4% | +31.8% |
| YTD | +111.1% | +9.5% | +101.6% | +103.9% |
| 1Y | +99.9% | +7.5% | +92.5% | +94.1% |
| 3Y | +86.5% | +30.8% | +55.7% | +68.1% |
| 5Y | +200.5% | +4.8% | +195.7% | +187.5% |
| 10Y | +66.5% | +64.3% | +2.2% | +37.6% |
| All | -73.2% | +198.8% | -272.0% | -84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling