+82.0%
USO vs QID
-99.2%
+181.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.5% |
| 7D | +9.1% | +1.3% | +7.8% | +9.3% |
| 30D | +21.7% | +2.9% | +18.7% | +22.2% |
| 3M | +20.2% | -0.7% | +21.0% | +20.3% |
| 6M | +43.4% | -29.7% | +73.0% | +35.4% |
| YTD | +124.0% | -27.9% | +151.8% | +112.6% |
| 1Y | +112.2% | -34.6% | +146.8% | +98.5% |
| 3Y | +97.7% | -73.5% | +171.2% | +61.0% |
| 5Y | +217.4% | -81.0% | +298.4% | +158.9% |
| All | +82.0% | -99.2% | +181.1% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling