+49.6%
USO vs REGN
+1.8%
+47.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.8% | +7.4% | +4.7% |
| 7D | +11.5% | -6.0% | +17.4% | +8.2% |
| 30D | +24.1% | -0.4% | +24.5% | +24.1% |
| 3M | +17.9% | +32.0% | -14.1% | +43.2% |
| 6M | +49.6% | +3.0% | +46.6% | +45.8% |
| All | +49.6% | +1.8% | +47.9% | +45.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling