+250.6%
USO vs PL
+28.1%
+222.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.4% | -10.2% | -0.1% |
| 7D | -12.1% | -6.8% | -5.3% | -12.0% |
| 30D | +3.1% | -29.3% | +32.4% | +3.9% |
| 3M | +24.9% | -44.8% | +69.6% | +26.5% |
| 6M | +10.8% | -68.4% | +79.2% | +13.6% |
| YTD | +114.6% | -36.4% | +150.9% | +113.8% |
| 1Y | +109.4% | +0.7% | +108.7% | +105.2% |
| 3Y | +98.1% | +455.3% | -357.2% | +77.0% |
| 5Y | +162.4% | +22.7% | +139.8% | +157.2% |
| All | +250.6% | +28.1% | +222.5% | +244.9% |
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