-71.5%
USO vs TEVA
+17.8%
-89.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.5% |
| 7D | +9.1% | +2.0% | +7.1% | +8.8% |
| 30D | +21.7% | +1.0% | +20.7% | +21.4% |
| 3M | +20.2% | +7.3% | +12.9% | +18.9% |
| 6M | +43.4% | +21.7% | +21.6% | +38.7% |
| YTD | +124.0% | +18.8% | +105.1% | +116.9% |
| 1Y | +112.2% | +86.5% | +25.7% | +91.9% |
| 3Y | +97.7% | +269.4% | -171.8% | +56.6% |
| 5Y | +217.4% | +303.6% | -86.2% | +141.0% |
| 10Y | +82.8% | -22.9% | +105.8% | +64.5% |
| All | -71.5% | +17.8% | -89.3% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling