+32.5%
USO vs REPL
-9.7%
+42.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +2.7% |
| 7D | +6.2% | -9.6% | +15.8% | +6.5% |
| 30D | +19.1% | +5.7% | +13.4% | +18.9% |
| 3M | +14.2% | +56.4% | -42.2% | +11.9% |
| 6M | +43.7% | +67.4% | -23.7% | +38.3% |
| YTD | +116.8% | +48.7% | +68.2% | +108.9% |
| 1Y | +104.3% | +148.3% | -43.9% | +91.0% |
| 3Y | +91.5% | -26.7% | +118.2% | +75.9% |
| 5Y | +214.1% | -54.1% | +268.2% | +193.1% |
| All | +32.5% | -9.7% | +42.2% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling