+160.0%
USO vs PR
+225.0%
-65.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.8% |
| 7D | -12.1% | -16.4% | +4.3% | -4.5% |
| 30D | +3.1% | -1.9% | +5.0% | +4.1% |
| 3M | +24.9% | +8.0% | +16.9% | +20.8% |
| 6M | +10.8% | +4.1% | +6.7% | +9.4% |
| YTD | +114.6% | +58.7% | +55.9% | +78.7% |
| 1Y | +109.4% | +75.8% | +33.6% | +67.1% |
| 3Y | +98.1% | +73.2% | +25.0% | +55.5% |
| All | +160.0% | +225.0% | -65.1% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling