+97.7%
USO vs ONON
-8.6%
+106.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.1% |
| 7D | +9.1% | -2.1% | +11.2% | +9.0% |
| 30D | +21.7% | -11.6% | +33.3% | +20.8% |
| 3M | +20.2% | -30.1% | +50.3% | +18.4% |
| 6M | +43.4% | -30.5% | +73.9% | +42.1% |
| YTD | +124.0% | -41.0% | +165.0% | +123.1% |
| 1Y | +112.2% | -36.7% | +148.9% | +111.0% |
| 3Y | +97.7% | -8.6% | +106.3% | +98.5% |
| All | +97.7% | -8.6% | +106.3% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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