+12.7%
USO vs P
+485.4%
-472.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.2% |
| 7D | +9.5% | +6.5% | +2.9% | +8.8% |
| 30D | +23.6% | +18.8% | +4.7% | +21.3% |
| 3M | +3.8% | +26.7% | -22.9% | +0.9% |
| 6M | +55.0% | +62.2% | -7.1% | +46.0% |
| YTD | +105.3% | +48.5% | +56.8% | +94.2% |
| 1Y | +91.4% | +26.4% | +65.0% | +82.4% |
| 3Y | +84.6% | +159.4% | -74.9% | +54.9% |
| 5Y | +191.7% | +275.8% | -84.1% | +127.2% |
| 10Y | +73.3% | +732.0% | -658.7% | +16.3% |
| All | +12.7% | +485.4% | -472.6% | -25.8% |
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