+84.4%
USO vs PR
+86.0%
-1.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.6% |
| 7D | -1.9% | +6.0% | -7.9% | -3.3% |
| 30D | -5.2% | -4.2% | -1.0% | -4.2% |
| 3M | +16.4% | +10.0% | +6.5% | +13.9% |
| 6M | +2.5% | +15.6% | -13.1% | -0.5% |
| YTD | +110.5% | +68.2% | +42.3% | +87.8% |
| 1Y | +108.4% | +79.2% | +29.2% | +83.3% |
| 3Y | +99.6% | +94.9% | +4.7% | +71.0% |
| 5Y | +160.1% | +272.8% | -112.7% | +88.2% |
| All | +84.4% | +86.0% | -1.6% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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