+213.1%
USO vs OSCR
+96.8%
+116.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.2% |
| 7D | +9.1% | +1.6% | +7.5% | +9.1% |
| 30D | +21.7% | +10.7% | +11.0% | +21.5% |
| 3M | +20.2% | +13.4% | +6.9% | +19.9% |
| 6M | +43.4% | +144.6% | -101.2% | +40.4% |
| YTD | +124.0% | +128.0% | -4.1% | +119.4% |
| 1Y | +112.2% | +68.7% | +43.5% | +109.1% |
| 3Y | +97.7% | +398.8% | -301.1% | +83.5% |
| All | +213.1% | +96.8% | +116.2% | +189.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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