+224.5%
USO vs OMC
+31.0%
+193.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.5% | +4.1% | +5.6% |
| 7D | +11.5% | -6.2% | +17.7% | +11.4% |
| 30D | +24.1% | -7.6% | +31.7% | +24.0% |
| 3M | +17.9% | +7.4% | +10.5% | +17.4% |
| 6M | +49.6% | +0.1% | +49.5% | +49.4% |
| YTD | +129.0% | +0.4% | +128.6% | +127.9% |
| 1Y | +112.0% | +7.8% | +104.2% | +109.5% |
| 3Y | +102.3% | +11.8% | +90.4% | +95.6% |
| 5Y | +224.5% | +32.5% | +192.1% | +175.5% |
| All | +224.5% | +31.0% | +193.6% | +175.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling