+86.5%
USO vs REPL
-24.7%
+111.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +2.9% |
| 7D | +3.6% | -5.7% | +9.3% | +3.6% |
| 30D | +23.8% | +22.5% | +1.3% | +23.5% |
| 3M | +8.1% | +64.7% | -56.6% | +7.2% |
| 6M | +34.3% | +83.0% | -48.8% | +33.1% |
| YTD | +111.1% | +52.0% | +59.2% | +109.5% |
| 1Y | +99.9% | +144.5% | -44.6% | +96.4% |
| 3Y | +86.5% | -25.1% | +111.6% | +88.4% |
| All | +86.5% | -24.7% | +111.2% | +88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling