+195.5%
USO vs RF
+89.8%
+105.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +9.5% | +1.3% | +8.1% | +9.3% |
| 30D | +23.6% | -3.6% | +27.2% | +24.0% |
| 3M | +3.8% | +8.1% | -4.3% | +2.7% |
| 6M | +55.0% | +11.5% | +43.6% | +52.4% |
| YTD | +105.3% | +15.6% | +89.7% | +100.3% |
| 1Y | +91.4% | +15.7% | +75.7% | +86.5% |
| 3Y | +84.6% | +86.9% | -2.3% | +62.9% |
| All | +195.5% | +89.8% | +105.7% | +143.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling