+68.7%
USO vs QLD
+1,628.0%
-1,559.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +9.5% | +0.6% | +8.9% | +9.3% |
| 30D | +23.6% | -0.1% | +23.7% | +23.5% |
| 3M | +3.8% | -8.4% | +12.2% | +4.5% |
| 6M | +55.0% | +32.2% | +22.8% | +45.7% |
| YTD | +105.3% | +28.9% | +76.4% | +93.5% |
| 1Y | +91.4% | +43.8% | +47.5% | +76.2% |
| 3Y | +84.6% | +176.6% | -92.0% | +45.2% |
| 5Y | +191.7% | +121.6% | +70.2% | +130.5% |
| All | +68.7% | +1,628.0% | -1,559.4% | -20.3% |
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