-73.9%
USO vs KEY
+18.9%
-92.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +9.5% | +2.2% | +7.3% | +9.0% |
| 30D | +23.6% | -3.0% | +26.6% | +24.2% |
| 3M | +3.8% | +3.3% | +0.5% | +2.9% |
| 6M | +55.0% | +9.2% | +45.9% | +51.4% |
| YTD | +105.3% | +10.6% | +94.6% | +99.7% |
| 1Y | +91.4% | +20.4% | +71.0% | +83.0% |
| 3Y | +84.6% | +121.8% | -37.3% | +54.0% |
| 5Y | +191.7% | +41.1% | +150.6% | +156.1% |
| 10Y | +73.3% | +168.5% | -95.2% | +30.8% |
| All | -73.9% | +18.9% | -92.8% | -82.9% |
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