+82.0%
USO vs QSR
+135.2%
-53.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | +9.1% | -4.0% | +13.1% | +9.9% |
| 30D | +21.7% | +2.8% | +18.9% | +21.0% |
| 3M | +20.2% | +5.1% | +15.1% | +18.8% |
| 6M | +43.4% | +8.8% | +34.6% | +40.3% |
| YTD | +124.0% | +14.8% | +109.1% | +116.9% |
| 1Y | +112.2% | +25.7% | +86.5% | +101.4% |
| 3Y | +97.7% | +27.5% | +70.1% | +84.0% |
| 5Y | +217.4% | +41.3% | +176.2% | +185.3% |
| All | +82.0% | +135.2% | -53.2% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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