+81.0%
USO vs PR
+152.6%
-71.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.3% |
| 7D | -12.1% | -16.4% | +4.3% | -8.2% |
| 30D | +3.1% | -1.9% | +5.0% | +3.7% |
| 3M | +24.9% | +8.0% | +16.9% | +22.8% |
| 6M | +10.8% | +4.1% | +6.7% | +10.2% |
| YTD | +114.6% | +58.7% | +55.9% | +94.4% |
| 1Y | +109.4% | +75.8% | +33.6% | +85.3% |
| 3Y | +98.1% | +73.2% | +25.0% | +74.7% |
| 5Y | +162.4% | +230.1% | -67.7% | +95.7% |
| 10Y | +85.9% | +67.4% | +18.5% | +39.4% |
| All | +81.0% | +152.6% | -71.6% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling