+213.1%
USO vs LYB
-4.6%
+217.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -1.8% |
| 7D | +9.1% | +0.3% | +8.8% | +9.0% |
| 30D | +21.7% | +2.5% | +19.2% | +20.4% |
| 3M | +20.2% | +1.4% | +18.9% | +19.6% |
| 6M | +43.4% | -3.5% | +46.8% | +47.4% |
| YTD | +124.0% | +52.0% | +72.0% | +95.3% |
| 1Y | +112.2% | +22.1% | +90.1% | +99.1% |
| 3Y | +97.7% | -22.8% | +120.4% | +119.8% |
| All | +213.1% | -4.6% | +217.7% | +204.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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