+102.2%
USO vs TEVA
+106.6%
-4.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.1% | -7.9% | -8.1% |
| 7D | -12.7% | +4.7% | -17.4% | -12.0% |
| 30D | +1.0% | +5.5% | -4.5% | +2.0% |
| 3M | +25.6% | +21.6% | +4.0% | +30.6% |
| 6M | -1.5% | +18.4% | -19.9% | +1.9% |
| YTD | +110.3% | +34.1% | +76.2% | +125.4% |
| 1Y | +102.2% | +104.5% | -2.4% | +118.6% |
| All | +102.2% | +106.6% | -4.4% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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