+103.1%
USO vs REPL
+91.4%
+11.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.0% | -6.8% | -3.9% |
| 7D | -9.1% | +14.2% | -23.3% | -9.1% |
| 30D | -3.7% | +65.9% | -69.6% | -4.0% |
| 3M | +20.9% | +84.6% | -63.7% | +20.4% |
| 6M | +6.8% | +446.9% | -440.1% | +5.3% |
| YTD | +106.3% | +129.0% | -22.7% | +104.5% |
| 1Y | +100.2% | +167.9% | -67.7% | +98.2% |
| 3Y | +103.1% | +93.9% | +9.2% | +94.6% |
| All | +103.1% | +91.4% | +11.7% | +94.6% |
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