+97.7%
USO vs KR
+33.5%
+64.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.7% | -4.9% | -2.4% |
| 7D | +9.1% | -0.2% | +9.3% | +9.1% |
| 30D | +21.7% | +5.1% | +16.6% | +21.2% |
| 3M | +20.2% | -8.2% | +28.4% | +21.5% |
| 6M | +43.4% | -18.0% | +61.4% | +47.0% |
| YTD | +124.0% | -4.8% | +128.7% | +130.3% |
| 1Y | +112.2% | -11.0% | +123.2% | +117.6% |
| 3Y | +97.7% | +37.7% | +60.0% | +92.1% |
| All | +97.7% | +33.5% | +64.2% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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