-73.9%
USO vs PLUG
-95.6%
+21.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.2% |
| 7D | +9.5% | -0.9% | +10.4% | +9.5% |
| 30D | +23.6% | +3.3% | +20.2% | +23.2% |
| 3M | +3.8% | -39.7% | +43.5% | +6.3% |
| 6M | +55.0% | -12.5% | +67.5% | +54.8% |
| YTD | +105.3% | +10.2% | +95.1% | +101.5% |
| 1Y | +91.4% | +50.7% | +40.7% | +82.3% |
| 3Y | +84.6% | -74.5% | +159.1% | +82.6% |
| 5Y | +191.7% | -91.8% | +283.5% | +198.6% |
| 10Y | +73.3% | +43.7% | +29.6% | +35.6% |
| All | -73.9% | -95.6% | +21.7% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling