+224.5%
USO vs LOW
+5.8%
+218.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.0% | +6.6% | +5.5% |
| 7D | +11.5% | -2.6% | +14.1% | +11.2% |
| 30D | +24.1% | -11.1% | +35.3% | +22.8% |
| 3M | +17.9% | -8.5% | +26.4% | +17.2% |
| 6M | +49.6% | -20.8% | +70.5% | +49.0% |
| YTD | +129.0% | -17.2% | +146.2% | +127.2% |
| 1Y | +112.0% | -24.7% | +136.7% | +111.9% |
| 3Y | +102.3% | -9.7% | +112.0% | +97.5% |
| 5Y | +224.5% | +6.0% | +218.6% | +197.4% |
| All | +224.5% | +5.8% | +218.8% | +197.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling