+224.5%
USO vs QID
-80.2%
+304.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.3% | +3.3% | +5.7% |
| 7D | +11.5% | +2.7% | +8.7% | +11.5% |
| 30D | +24.1% | +3.3% | +20.8% | +24.2% |
| 3M | +17.9% | -5.5% | +23.5% | +17.8% |
| 6M | +49.6% | -28.4% | +78.0% | +47.5% |
| YTD | +129.0% | -26.6% | +155.6% | +126.3% |
| 1Y | +112.0% | -34.1% | +146.1% | +108.0% |
| 3Y | +102.3% | -73.7% | +176.0% | +87.8% |
| 5Y | +224.5% | -80.7% | +305.2% | +217.4% |
| All | +224.5% | -80.2% | +304.7% | +217.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling