-17.3%
USO vs QSR
+206.0%
-223.3%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +3.0% |
| 7D | +6.2% | -2.4% | +8.6% | +6.7% |
| 30D | +19.1% | +5.7% | +13.4% | +17.6% |
| 3M | +14.2% | +6.9% | +7.3% | +12.2% |
| 6M | +43.7% | +6.9% | +36.9% | +40.8% |
| YTD | +116.8% | +14.9% | +101.9% | +108.9% |
| 1Y | +104.3% | +29.1% | +75.2% | +91.3% |
| 3Y | +91.5% | +26.1% | +65.4% | +77.1% |
| 5Y | +214.1% | +42.3% | +171.8% | +177.8% |
| 10Y | +77.0% | +134.0% | -56.9% | +28.5% |
| All | -17.3% | +206.0% | -223.3% | -47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling