+68.7%
USO vs PR
+107.1%
-38.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | +9.5% | +2.9% | +6.5% | +8.7% |
| 30D | +23.6% | +18.0% | +5.5% | +18.8% |
| 3M | +3.8% | +16.9% | -13.0% | +0.3% |
| 6M | +55.0% | +28.2% | +26.8% | +47.2% |
| YTD | +105.3% | +69.3% | +35.9% | +82.7% |
| 1Y | +91.4% | +69.5% | +21.9% | +70.1% |
| 3Y | +84.6% | +81.7% | +2.9% | +60.2% |
| 5Y | +191.7% | +422.2% | -230.5% | +97.0% |
| All | +68.7% | +107.1% | -38.5% | +16.0% |
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