+97.7%
USO vs TEVA
+280.8%
-183.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.1% |
| 7D | +9.1% | +2.0% | +7.1% | +9.2% |
| 30D | +21.7% | +1.0% | +20.7% | +21.7% |
| 3M | +20.2% | +7.3% | +12.9% | +20.5% |
| 6M | +43.4% | +21.7% | +21.6% | +44.4% |
| YTD | +124.0% | +18.8% | +105.1% | +125.3% |
| 1Y | +112.2% | +86.5% | +25.7% | +111.7% |
| 3Y | +97.7% | +269.4% | -171.8% | +101.9% |
| All | +97.7% | +280.8% | -183.1% | +101.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling