+91.4%
USO vs REGN
+46.5%
+44.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | -0.7% |
| 7D | +9.5% | +4.2% | +5.2% | +11.0% |
| 30D | +23.6% | +7.8% | +15.8% | +26.9% |
| 3M | +3.8% | +31.8% | -28.0% | +15.6% |
| 6M | +55.0% | +5.4% | +49.7% | +62.0% |
| YTD | +105.3% | +7.7% | +97.6% | +115.1% |
| 1Y | +91.4% | +46.7% | +44.7% | +112.1% |
| All | +91.4% | +46.5% | +44.9% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 1y: compounded portfolio wealth divided by compounded REGN 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…
1y analysis · Full analysis span regression · 6 months rolling