+195.9%
USO vs ONON
-24.2%
+220.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +2.7% |
| 7D | +6.2% | -3.5% | +9.7% | +6.2% |
| 30D | +19.1% | -30.8% | +49.9% | +18.9% |
| 3M | +14.2% | -29.8% | +44.0% | +14.1% |
| 6M | +43.7% | -34.8% | +78.6% | +44.0% |
| YTD | +116.8% | -42.3% | +159.1% | +118.0% |
| 1Y | +104.3% | -39.5% | +143.9% | +105.0% |
| 3Y | +91.5% | -9.3% | +100.8% | +87.9% |
| All | +195.9% | -24.2% | +220.0% | +193.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling