-70.9%
USO vs KR
+726.5%
-797.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.9% | +4.7% | +5.5% |
| 7D | +11.5% | -2.7% | +14.1% | +11.8% |
| 30D | +24.1% | +1.9% | +22.2% | +23.8% |
| 3M | +17.9% | -11.0% | +29.0% | +19.4% |
| 6M | +49.6% | -20.2% | +69.8% | +53.9% |
| YTD | +129.0% | -7.3% | +136.3% | +131.3% |
| 1Y | +112.0% | -13.1% | +125.1% | +115.5% |
| 3Y | +102.3% | +29.7% | +72.5% | +93.3% |
| 5Y | +224.5% | +48.8% | +175.8% | +200.6% |
| 10Y | +86.9% | +122.8% | -35.8% | +57.0% |
| All | -70.9% | +726.5% | -797.4% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling