+97.0%
USO vs PR
+86.9%
+10.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.4% |
| 7D | -10.6% | -9.5% | -1.1% | -5.0% |
| 30D | -4.6% | -5.7% | +1.1% | -1.1% |
| 3M | +12.3% | +3.0% | +9.4% | +10.4% |
| 6M | +5.9% | +11.8% | -5.9% | -0.1% |
| YTD | +104.5% | +58.5% | +46.0% | +62.9% |
| 1Y | +97.3% | +69.9% | +27.5% | +51.8% |
| 3Y | +97.0% | +84.9% | +12.1% | +32.6% |
| All | +97.0% | +86.9% | +10.2% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling