-73.8%
USO vs KEY
+14.7%
-88.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.7% | -6.6% | -4.4% |
| 7D | -9.1% | -0.4% | -8.7% | -9.1% |
| 30D | -3.7% | +7.2% | -10.9% | -5.1% |
| 3M | +20.9% | -4.9% | +25.8% | +21.7% |
| 6M | +6.8% | +1.1% | +5.7% | +6.0% |
| YTD | +106.3% | +6.8% | +99.5% | +101.6% |
| 1Y | +100.2% | +23.3% | +76.9% | +90.4% |
| 3Y | +103.1% | +126.1% | -23.0% | +69.2% |
| 5Y | +146.1% | +15.2% | +130.9% | +124.3% |
| 10Y | +73.5% | +113.6% | -40.1% | +35.7% |
| All | -73.8% | +14.7% | -88.5% | -82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling