+234.2%
USO vs PL
+45.6%
+188.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.8% |
| 7D | -10.6% | +5.6% | -16.2% | -10.7% |
| 30D | -4.6% | -16.9% | +12.4% | -4.2% |
| 3M | +12.3% | -38.2% | +50.6% | +13.5% |
| 6M | +5.9% | -63.4% | +69.3% | +8.2% |
| YTD | +104.5% | -27.6% | +132.2% | +103.1% |
| 1Y | +97.3% | +6.6% | +90.8% | +93.3% |
| 3Y | +97.0% | +557.6% | -460.6% | +75.1% |
| 5Y | +151.2% | +39.5% | +111.7% | +143.9% |
| All | +234.2% | +45.6% | +188.5% | +227.7% |
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