+102.2%
USO vs TAP
+4.4%
+97.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.0% | -11.1% | -7.5% |
| 7D | -12.7% | +9.9% | -22.6% | -11.3% |
| 30D | +1.0% | +18.1% | -17.1% | +3.6% |
| 3M | +25.6% | +3.2% | +22.4% | +26.0% |
| 6M | -1.5% | +8.4% | -9.9% | -0.4% |
| YTD | +110.3% | -4.4% | +114.7% | +110.1% |
| 1Y | +102.2% | +3.2% | +98.9% | +98.6% |
| All | +102.2% | +4.4% | +97.8% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling