+159.6%
USO vs RF
+47.5%
+112.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.4% |
| 7D | -1.9% | +1.9% | -3.8% | -2.1% |
| 30D | -5.2% | +7.3% | -12.5% | -5.9% |
| 3M | +16.4% | -7.9% | +24.4% | +17.2% |
| 6M | +2.5% | +10.5% | -8.0% | +0.9% |
| YTD | +110.5% | +9.6% | +100.9% | +106.6% |
| 1Y | +108.4% | +20.3% | +88.1% | +101.3% |
| 3Y | +99.6% | +119.5% | -19.9% | +71.0% |
| All | +159.6% | +47.5% | +112.2% | +135.9% |
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