-73.2%
USO vs LOW
+775.8%
-849.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +3.2% |
| 7D | +3.6% | +0.4% | +3.2% | +3.5% |
| 30D | +23.8% | -10.1% | +33.9% | +26.3% |
| 3M | +8.1% | -2.9% | +10.9% | +7.9% |
| 6M | +34.3% | -19.4% | +53.7% | +38.3% |
| YTD | +111.1% | -15.4% | +126.6% | +114.5% |
| 1Y | +99.9% | -24.9% | +124.9% | +108.4% |
| 3Y | +86.5% | -7.8% | +94.3% | +81.9% |
| 5Y | +200.5% | +8.4% | +192.1% | +175.7% |
| 10Y | +66.5% | +226.8% | -160.2% | +11.9% |
| All | -73.2% | +775.8% | -849.0% | -87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling