+12.3%
USO vs P
+499.9%
-487.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | -10.6% | -13.3% | +2.7% | -9.6% |
| 30D | -4.6% | -34.0% | +29.4% | -1.4% |
| 3M | +12.3% | +4.1% | +8.3% | +10.8% |
| 6M | +5.9% | +30.5% | -24.6% | +1.5% |
| YTD | +104.5% | +52.2% | +52.3% | +91.7% |
| 1Y | +97.3% | +10.3% | +87.1% | +90.0% |
| 3Y | +97.0% | +180.9% | -83.8% | +62.9% |
| 5Y | +151.2% | +259.7% | -108.6% | +95.9% |
| 10Y | +76.1% | +652.6% | -576.5% | +18.6% |
| All | +12.3% | +499.9% | -487.5% | -26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling