+82.0%
USO vs OMC
+34.2%
+47.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | +9.1% | -4.4% | +13.5% | +9.8% |
| 30D | +21.7% | -7.6% | +29.3% | +23.0% |
| 3M | +20.2% | +4.5% | +15.7% | +18.4% |
| 6M | +43.4% | -0.3% | +43.6% | +41.9% |
| YTD | +124.0% | -0.1% | +124.1% | +120.3% |
| 1Y | +112.2% | +4.6% | +107.6% | +106.2% |
| 3Y | +97.7% | +10.5% | +87.2% | +85.0% |
| 5Y | +217.4% | +31.7% | +185.7% | +174.3% |
| All | +82.0% | +34.2% | +47.8% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling