+91.4%
USO vs QS
-25.4%
+116.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.6% | +9.3% | +2.6% |
| 7D | +6.2% | -4.2% | +10.5% | +6.2% |
| 30D | +19.1% | -15.7% | +34.8% | +18.9% |
| 3M | +14.2% | -28.7% | +42.9% | +14.2% |
| 6M | +43.7% | -23.2% | +67.0% | +43.6% |
| YTD | +116.8% | -49.9% | +166.7% | +118.4% |
| 1Y | +104.3% | -38.8% | +143.2% | +104.9% |
| All | +91.4% | -25.4% | +116.8% | +78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling