+403.4%
USO vs QS
-46.4%
+449.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.2% |
| 7D | +9.1% | -3.6% | +12.8% | +9.1% |
| 30D | +21.7% | -17.2% | +38.9% | +21.7% |
| 3M | +20.2% | -27.0% | +47.2% | +20.4% |
| 6M | +43.4% | -24.6% | +67.9% | +43.4% |
| YTD | +124.0% | -49.3% | +173.3% | +125.1% |
| 1Y | +112.2% | -40.3% | +152.5% | +112.6% |
| 3Y | +97.7% | -23.8% | +121.5% | +95.3% |
| 5Y | +217.4% | -75.0% | +292.4% | +214.0% |
| All | +403.4% | -46.4% | +449.8% | +411.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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