+224.5%
USO vs JCI
+105.2%
+119.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.5% | +7.1% | +5.6% |
| 7D | +11.5% | +0.4% | +11.1% | +11.4% |
| 30D | +24.1% | -7.7% | +31.8% | +24.4% |
| 3M | +17.9% | +2.8% | +15.2% | +17.8% |
| 6M | +49.6% | +7.2% | +42.4% | +48.9% |
| YTD | +129.0% | +20.0% | +109.0% | +124.8% |
| 1Y | +112.0% | +33.3% | +78.7% | +105.2% |
| 3Y | +102.3% | +161.3% | -59.0% | +76.7% |
| 5Y | +224.5% | +108.8% | +115.8% | +206.6% |
| All | +224.5% | +105.2% | +119.3% | +206.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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