+234.2%
USO vs PL
+46.3%
+187.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -2.7% | +13.4% | -16.1% | -3.0% |
| 30D | -6.3% | -10.2% | +3.8% | -6.2% |
| 3M | +10.9% | -39.5% | +50.4% | +12.1% |
| 6M | +2.0% | -65.7% | +67.8% | +4.5% |
| YTD | +104.6% | -27.3% | +131.8% | +103.2% |
| 1Y | +94.5% | +15.0% | +79.5% | +90.1% |
| 3Y | +97.1% | +560.8% | -463.8% | +75.1% |
| 5Y | +151.6% | +38.4% | +113.2% | +145.9% |
| All | +234.2% | +46.3% | +187.9% | +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