+82.0%
USO vs JBL
+1,558.3%
-1,476.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.0% | -7.2% | -3.1% |
| 7D | +9.1% | +2.4% | +6.7% | +8.6% |
| 30D | +21.7% | -13.1% | +34.8% | +24.5% |
| 3M | +20.2% | -15.6% | +35.8% | +23.2% |
| 6M | +43.4% | +24.6% | +18.8% | +33.3% |
| YTD | +124.0% | +39.6% | +84.4% | +101.1% |
| 1Y | +112.2% | +48.6% | +63.6% | +86.3% |
| 3Y | +97.7% | +197.3% | -99.6% | +37.5% |
| 5Y | +217.4% | +413.0% | -195.6% | +80.5% |
| All | +82.0% | +1,558.3% | -1,476.4% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 10y: compounded portfolio wealth divided by compounded JBL 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…
10y analysis · Full analysis span regression · 6 months rolling