+99.7%
USO vs Q
+75.3%
+24.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.5% | +3.3% |
| 7D | +3.6% | +6.7% | -3.2% | +4.9% |
| 30D | +23.8% | -10.6% | +34.4% | +21.2% |
| 3M | +8.1% | -14.6% | +22.6% | +6.8% |
| 6M | +34.3% | +12.1% | +22.2% | +47.1% |
| YTD | +111.1% | +51.3% | +59.9% | +131.9% |
| All | +99.7% | +75.3% | +24.4% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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