+93.5%
USO vs Q
+80.0%
+13.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | +0.5% |
| 7D | -2.7% | +6.6% | -9.3% | -1.2% |
| 30D | -6.3% | +2.7% | -9.1% | -5.4% |
| 3M | +10.9% | -8.4% | +19.2% | +9.8% |
| 6M | +2.0% | -17.3% | +19.3% | +1.1% |
| YTD | +104.6% | +55.3% | +49.3% | +127.5% |
| 1Y | +94.5% | +31.5% | +63.1% | +118.7% |
| All | +93.5% | +80.0% | +13.5% | +117.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling