-73.2%
USO vs OMC
+233.7%
-306.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +3.4% |
| 7D | +3.6% | -5.8% | +9.3% | +5.3% |
| 30D | +23.8% | -4.8% | +28.6% | +25.3% |
| 3M | +8.1% | +9.2% | -1.2% | +3.7% |
| 6M | +34.3% | -2.5% | +36.7% | +32.8% |
| YTD | +111.1% | +2.6% | +108.6% | +103.3% |
| 1Y | +99.9% | +5.9% | +94.0% | +89.5% |
| 3Y | +86.5% | +14.2% | +72.3% | +66.2% |
| 5Y | +200.5% | +33.2% | +167.3% | +142.2% |
| 10Y | +66.5% | +33.4% | +33.1% | +26.8% |
| All | -73.2% | +233.7% | -306.9% | -88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling