-72.7%
USO vs RF
+54.4%
-127.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -12.1% | -0.9% | -11.2% | -12.0% |
| 30D | +3.1% | +6.0% | -2.9% | +2.1% |
| 3M | +24.9% | -8.9% | +33.7% | +26.5% |
| 6M | +10.8% | +2.3% | +8.5% | +9.9% |
| YTD | +114.6% | +7.6% | +107.0% | +110.3% |
| 1Y | +109.4% | +21.2% | +88.2% | +101.2% |
| 3Y | +98.1% | +108.5% | -10.4% | +72.5% |
| 5Y | +162.4% | +43.2% | +119.2% | +138.8% |
| 10Y | +85.9% | +288.1% | -202.2% | +42.0% |
| All | -72.7% | +54.4% | -127.1% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling