+25.4%
USO vs REPL
-6.0%
+31.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.1% |
| 7D | +9.5% | -3.0% | +12.4% | +9.5% |
| 30D | +23.6% | +27.1% | -3.6% | +22.9% |
| 3M | +3.8% | +52.4% | -48.6% | +1.8% |
| 6M | +55.0% | +107.4% | -52.4% | +48.2% |
| YTD | +105.3% | +54.7% | +50.5% | +97.6% |
| 1Y | +91.4% | +158.9% | -67.5% | +78.7% |
| 3Y | +84.6% | -23.7% | +108.3% | +69.3% |
| 5Y | +191.7% | -54.3% | +246.1% | +173.1% |
| All | +25.4% | -6.0% | +31.4% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling