+28.6%
USO vs REPL
+36.8%
-8.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -1.9% | +1.2% | -3.2% | -1.9% |
| 30D | -5.2% | +92.2% | -97.4% | -6.5% |
| 3M | +16.4% | +44.1% | -27.7% | +15.4% |
| 6M | +2.5% | +313.0% | -310.5% | -2.3% |
| YTD | +110.5% | +125.2% | -14.7% | +100.8% |
| 1Y | +108.4% | +143.8% | -35.3% | +98.3% |
| 3Y | +99.6% | +104.2% | -4.6% | +75.5% |
| 5Y | +160.1% | -34.5% | +194.6% | +141.8% |
| All | +28.6% | +36.8% | -8.2% | +1.1% |
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