+82.0%
USO vs TECK
+377.7%
-295.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.4% |
| 7D | +9.1% | -3.8% | +13.0% | +9.9% |
| 30D | +21.7% | +0.7% | +20.9% | +21.1% |
| 3M | +20.2% | +4.6% | +15.6% | +17.8% |
| 6M | +43.4% | +25.1% | +18.2% | +31.5% |
| YTD | +124.0% | +39.2% | +84.8% | +97.5% |
| 1Y | +112.2% | +60.3% | +51.9% | +78.6% |
| 3Y | +97.7% | +62.9% | +34.8% | +58.5% |
| 5Y | +217.4% | +181.5% | +35.9% | +105.7% |
| All | +82.0% | +377.7% | -295.7% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 10y: compounded portfolio wealth divided by compounded TECK 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…
10y analysis · Full analysis span regression · 6 months rolling