+103.1%
USO vs KEY
+118.7%
-15.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.7% | -6.6% | -3.9% |
| 7D | -9.1% | -0.4% | -8.7% | -9.0% |
| 30D | -3.7% | +7.2% | -10.9% | -3.9% |
| 3M | +20.9% | -4.9% | +25.8% | +21.1% |
| 6M | +6.8% | +1.1% | +5.7% | +6.4% |
| YTD | +106.3% | +6.8% | +99.5% | +103.9% |
| 1Y | +100.2% | +23.3% | +76.9% | +93.6% |
| 3Y | +103.1% | +126.1% | -23.0% | +80.6% |
| All | +103.1% | +118.7% | -15.6% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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