-51.6%
USO vs LYB
+624.6%
-676.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.5% |
| 3M | +20.2% | +1.4% | +18.9% | +19.8% |
| 6M | +43.4% | -3.5% | +46.8% | +46.9% |
| YTD | +124.0% | +52.0% | +72.0% | +90.1% |
| 1Y | +112.2% | +22.1% | +90.1% | +95.0% |
| 3Y | +97.7% | -22.8% | +120.4% | +112.8% |
| 5Y | +217.4% | -3.4% | +220.8% | +205.9% |
| 10Y | +82.8% | +47.4% | +35.5% | +35.9% |
| All | -51.6% | +624.6% | -676.2% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling