+82.6%
USO vs RF
+86.8%
-4.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +9.5% | +1.3% | +8.1% | +9.5% |
| 30D | +23.6% | -3.6% | +27.2% | +23.6% |
| 3M | +3.8% | +8.1% | -4.3% | +3.6% |
| 6M | +55.0% | +11.5% | +43.6% | +54.8% |
| YTD | +105.3% | +15.6% | +89.7% | +103.8% |
| 1Y | +91.4% | +15.7% | +75.7% | +89.9% |
| All | +82.6% | +86.8% | -4.2% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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