+112.2%
USO vs LOW
-25.0%
+137.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.1% |
| 7D | +9.1% | -3.7% | +12.8% | +6.2% |
| 30D | +21.7% | -8.9% | +30.5% | +14.0% |
| 3M | +20.2% | -10.4% | +30.6% | +13.1% |
| 6M | +43.4% | -19.4% | +62.8% | +32.6% |
| YTD | +124.0% | -17.1% | +141.1% | +107.8% |
| 1Y | +112.2% | -26.3% | +138.5% | +114.7% |
| All | +112.2% | -25.0% | +137.2% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 1y: compounded portfolio wealth divided by compounded LOW 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…
1y analysis · Full analysis span regression · 6 months rolling