+387.4%
USO vs QS
-47.0%
+434.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.6% | +9.3% | +2.7% |
| 7D | +6.2% | -4.2% | +10.5% | +6.3% |
| 30D | +19.1% | -15.7% | +34.8% | +19.1% |
| 3M | +14.2% | -28.7% | +42.9% | +14.4% |
| 6M | +43.7% | -23.2% | +67.0% | +43.8% |
| YTD | +116.8% | -49.9% | +166.7% | +117.9% |
| 1Y | +104.3% | -38.8% | +143.2% | +104.7% |
| 3Y | +91.5% | -24.0% | +115.6% | +89.3% |
| 5Y | +214.1% | -75.6% | +289.7% | +210.7% |
| All | +387.4% | -47.0% | +434.4% | +395.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling