-75.8%
USO vs QID
-100.0%
+24.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.2% |
| 7D | +9.5% | -0.6% | +10.1% | +9.3% |
| 30D | +23.6% | 0.0% | +23.6% | +23.6% |
| 3M | +3.8% | +3.7% | +0.1% | +5.0% |
| 6M | +55.0% | -29.9% | +84.9% | +42.7% |
| YTD | +105.3% | -28.8% | +134.0% | +89.9% |
| 1Y | +91.4% | -37.2% | +128.5% | +72.5% |
| 3Y | +84.6% | -73.7% | +158.3% | +40.1% |
| 5Y | +191.7% | -80.7% | +272.5% | +119.6% |
| 10Y | +73.3% | -99.1% | +172.4% | -36.1% |
| All | -75.8% | -100.0% | +24.2% | -95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling