-72.4%
USO vs JBL
+842.9%
-915.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | +6.2% | +4.0% | +2.2% | +5.5% |
| 30D | +19.1% | -7.5% | +26.6% | +20.6% |
| 3M | +14.2% | -14.1% | +28.3% | +16.5% |
| 6M | +43.7% | +25.9% | +17.9% | +34.1% |
| YTD | +116.8% | +36.7% | +80.2% | +97.5% |
| 1Y | +104.3% | +49.0% | +55.4% | +81.8% |
| 3Y | +91.5% | +191.8% | -100.2% | +42.4% |
| 5Y | +214.1% | +409.8% | -195.7% | +102.3% |
| 10Y | +77.0% | +1,509.2% | -1,432.2% | -13.4% |
| All | -72.4% | +842.9% | -915.4% | -90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling