+151.6%
USO vs PR
+257.5%
-105.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.7% | -1.3% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | -6.3% | -4.6% | -1.7% | -4.3% |
| 3M | +10.9% | +4.7% | +6.2% | +8.7% |
| 6M | +2.0% | +12.4% | -10.4% | -2.6% |
| YTD | +104.6% | +62.9% | +41.7% | +68.3% |
| 1Y | +94.5% | +70.6% | +24.0% | +57.0% |
| 3Y | +97.1% | +90.0% | +7.0% | +49.0% |
| 5Y | +151.6% | +255.5% | -103.9% | +39.9% |
| All | +151.6% | +257.5% | -105.8% | +39.9% |
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 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