-71.5%
USO vs REGN
+5,138.1%
-5,209.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.1% |
| 7D | +9.1% | -5.6% | +14.7% | +9.6% |
| 30D | +21.7% | -2.0% | +23.6% | +21.8% |
| 3M | +20.2% | +28.0% | -7.7% | +17.8% |
| 6M | +43.4% | +1.2% | +42.2% | +42.7% |
| YTD | +124.0% | +1.6% | +122.3% | +122.6% |
| 1Y | +112.2% | +38.2% | +73.9% | +104.6% |
| 3Y | +97.7% | -5.4% | +103.0% | +95.3% |
| 5Y | +217.4% | +21.3% | +196.1% | +203.3% |
| 10Y | +82.8% | +105.2% | -22.4% | +62.7% |
| All | -71.5% | +5,138.1% | -5,209.7% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling