-73.2%
USO vs JCI
+419.8%
-493.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | +0.2% |
| 7D | -1.9% | +3.2% | -5.1% | -2.7% |
| 30D | -5.2% | -8.6% | +3.4% | -3.5% |
| 3M | +16.4% | -7.7% | +24.2% | +17.9% |
| 6M | +2.5% | -2.6% | +5.1% | +1.9% |
| YTD | +110.5% | +17.4% | +93.1% | +97.2% |
| 1Y | +108.4% | +16.9% | +91.5% | +95.2% |
| 3Y | +99.6% | +186.7% | -87.1% | +42.5% |
| 5Y | +160.1% | +95.4% | +64.7% | +102.6% |
| 10Y | +86.3% | +292.7% | -206.5% | +14.5% |
| All | -73.2% | +419.8% | -493.1% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling