-73.2%
USO vs TECK
+164.0%
-237.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.3% | +1.8% |
| 7D | +3.6% | +7.8% | -4.2% | +1.6% |
| 30D | +23.8% | +8.3% | +15.5% | +21.1% |
| 3M | +8.1% | +16.1% | -8.0% | +2.9% |
| 6M | +34.3% | +42.9% | -8.6% | +18.6% |
| YTD | +111.1% | +50.8% | +60.4% | +82.1% |
| 1Y | +99.9% | +106.1% | -6.1% | +56.9% |
| 3Y | +86.5% | +84.0% | +2.5% | +45.2% |
| 5Y | +200.5% | +223.5% | -22.9% | +92.1% |
| 10Y | +66.5% | +378.1% | -311.5% | -16.0% |
| All | -73.2% | +164.0% | -237.1% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling