+84.4%
USO vs P
+652.0%
-567.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.2% |
| 7D | -1.9% | +11.6% | -13.5% | -2.9% |
| 30D | -5.2% | -23.7% | +18.5% | -3.3% |
| 3M | +16.4% | -8.0% | +24.4% | +16.3% |
| 6M | +2.5% | +27.9% | -25.4% | -1.5% |
| YTD | +110.5% | +61.2% | +49.3% | +96.2% |
| 1Y | +108.4% | +28.6% | +79.8% | +97.6% |
| 3Y | +99.6% | +200.5% | -100.8% | +62.8% |
| 5Y | +160.1% | +282.9% | -122.9% | +99.3% |
| All | +84.4% | +652.0% | -567.6% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling