+213.1%
USO vs JBL
+409.3%
-196.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.0% | -7.2% | -2.3% |
| 7D | +9.1% | +2.4% | +6.7% | +9.0% |
| 30D | +21.7% | -13.1% | +34.8% | +22.2% |
| 3M | +20.2% | -15.6% | +35.8% | +21.0% |
| 6M | +43.4% | +24.6% | +18.8% | +39.9% |
| YTD | +124.0% | +39.6% | +84.4% | +114.7% |
| 1Y | +112.2% | +48.6% | +63.6% | +101.0% |
| 3Y | +97.7% | +197.3% | -99.6% | +66.0% |
| All | +213.1% | +409.3% | -196.3% | +138.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling