-48.3%
USO vs KWEB
+20.3%
-68.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.4% | +7.0% | +5.8% |
| 7D | +11.5% | -4.3% | +15.8% | +12.0% |
| 30D | +24.1% | -13.0% | +37.1% | +26.2% |
| 3M | +17.9% | -7.6% | +25.5% | +18.9% |
| 6M | +49.6% | -21.1% | +70.7% | +53.3% |
| YTD | +129.0% | -28.2% | +157.2% | +137.7% |
| 1Y | +112.0% | -34.9% | +146.9% | +122.9% |
| 3Y | +102.3% | -0.8% | +103.0% | +96.0% |
| 5Y | +224.5% | -43.6% | +268.1% | +237.5% |
| 10Y | +86.9% | -21.7% | +108.6% | +66.7% |
| All | -48.3% | +20.3% | -68.6% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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