+81.0%
USO vs QLD
+1,536.4%
-1,455.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | -0.6% |
| 7D | -2.7% | -1.2% | -1.5% | -2.8% |
| 30D | -6.3% | -15.7% | +9.4% | -4.5% |
| 3M | +10.9% | -10.0% | +20.9% | +11.7% |
| 6M | +2.0% | -11.2% | +13.2% | +2.3% |
| YTD | +104.6% | +16.4% | +88.2% | +94.4% |
| 1Y | +94.5% | +12.7% | +81.9% | +85.8% |
| 3Y | +97.1% | +152.3% | -55.2% | +56.9% |
| 5Y | +151.6% | +91.8% | +59.9% | +103.7% |
| 10Y | +81.0% | +1,520.2% | -1,439.2% | +11.9% |
| All | +81.0% | +1,536.4% | -1,455.4% | +11.9% |
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