+82.6%
USO vs QLD
+1,375.1%
-1,292.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.2% |
| 7D | -12.1% | -10.3% | -1.8% | -11.0% |
| 30D | +3.1% | -26.1% | +29.2% | +7.1% |
| 3M | +24.9% | -17.8% | +42.6% | +27.4% |
| 6M | +10.8% | -15.6% | +26.4% | +11.7% |
| YTD | +114.6% | +5.4% | +109.2% | +106.8% |
| 1Y | +109.4% | +5.2% | +104.2% | +101.6% |
| 3Y | +98.1% | +139.4% | -41.3% | +58.4% |
| 5Y | +162.4% | +66.7% | +95.7% | +117.8% |
| All | +82.6% | +1,375.1% | -1,292.5% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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