+102.1%
USO vs OMC
+11.1%
+91.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.5% | +4.1% | +5.8% |
| 7D | +11.5% | -6.2% | +17.7% | +10.7% |
| 30D | +24.1% | -7.6% | +31.7% | +23.2% |
| 3M | +17.9% | +7.4% | +10.5% | +18.3% |
| 6M | +49.6% | +0.1% | +49.5% | +50.0% |
| YTD | +129.0% | +0.4% | +128.6% | +128.8% |
| 1Y | +112.0% | +7.8% | +104.2% | +111.4% |
| All | +102.1% | +11.1% | +91.0% | +96.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling