+102.1%
USO vs JBL
+181.3%
-79.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.8% | +8.4% | +5.5% |
| 7D | +11.5% | -1.0% | +12.5% | +11.4% |
| 30D | +24.1% | -15.1% | +39.2% | +23.5% |
| 3M | +17.9% | -14.0% | +32.0% | +17.8% |
| 6M | +49.6% | +20.6% | +29.0% | +48.5% |
| YTD | +129.0% | +32.9% | +96.1% | +124.7% |
| 1Y | +112.0% | +40.5% | +71.5% | +106.2% |
| All | +102.1% | +181.3% | -79.2% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling