+237.0%
USO vs PL
+46.6%
+190.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +14.5% | -18.4% | -4.2% |
| 7D | -9.1% | +10.9% | -19.9% | -9.3% |
| 30D | -3.7% | -16.4% | +12.6% | -3.4% |
| 3M | +20.9% | -39.9% | +60.9% | +22.3% |
| 6M | +6.8% | -63.2% | +70.0% | +9.1% |
| YTD | +106.3% | -27.1% | +133.4% | +104.8% |
| 1Y | +100.2% | +12.2% | +88.0% | +95.8% |
| 3Y | +103.1% | +584.3% | -481.2% | +80.2% |
| 5Y | +146.1% | +37.0% | +109.1% | +142.3% |
| All | +237.0% | +46.6% | +190.4% | +230.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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