+98.1%
USO vs PLUG
-78.4%
+176.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.4% | -7.3% | +0.1% |
| 7D | -12.1% | +5.8% | -17.9% | -12.1% |
| 30D | +3.1% | -18.5% | +21.7% | +3.1% |
| 3M | +24.9% | -30.0% | +54.8% | +24.9% |
| 6M | +10.8% | -56.2% | +67.0% | +11.0% |
| YTD | +114.6% | -26.4% | +141.0% | +114.4% |
| 1Y | +109.4% | -42.2% | +151.6% | +109.4% |
| 3Y | +98.1% | -76.8% | +175.0% | +93.1% |
| All | +98.1% | -78.4% | +176.5% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 3y: compounded portfolio wealth divided by compounded PLUG 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…
3y analysis · Full analysis span regression · 6 months rolling