+245.1%
USO vs PL
+41.8%
+203.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.1% | +6.3% | +3.3% |
| 7D | -1.4% | +22.3% | -23.7% | -2.0% |
| 30D | -4.6% | -8.3% | +3.7% | -4.5% |
| 3M | +14.7% | -43.3% | +58.0% | +16.2% |
| 6M | +1.2% | -65.8% | +67.1% | +3.6% |
| YTD | +111.2% | -29.5% | +140.7% | +109.9% |
| 1Y | +109.3% | +11.7% | +97.6% | +104.6% |
| 3Y | +103.5% | +540.6% | -437.1% | +80.9% |
| 5Y | +160.9% | +32.9% | +128.0% | +156.3% |
| All | +245.1% | +41.8% | +203.2% | +238.6% |
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