+213.1%
USO vs QSR
+40.5%
+172.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.2% |
| 7D | +9.1% | -4.0% | +13.1% | +9.2% |
| 30D | +21.7% | +2.8% | +18.9% | +21.6% |
| 3M | +20.2% | +5.1% | +15.1% | +20.0% |
| 6M | +43.4% | +8.8% | +34.6% | +42.8% |
| YTD | +124.0% | +14.8% | +109.1% | +122.5% |
| 1Y | +112.2% | +25.7% | +86.5% | +109.6% |
| 3Y | +97.7% | +27.5% | +70.1% | +93.2% |
| All | +213.1% | +40.5% | +172.5% | +213.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling