+102.2%
USO vs TPR
+20.9%
+81.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.5% | -11.6% | -6.7% |
| 7D | -12.7% | +12.6% | -25.4% | -8.4% |
| 30D | +1.0% | +7.1% | -6.2% | +4.0% |
| 3M | +25.6% | -19.4% | +44.9% | +15.6% |
| 6M | -1.5% | -9.7% | +8.2% | -1.0% |
| YTD | +110.3% | -1.0% | +111.3% | +111.9% |
| 1Y | +102.2% | +19.3% | +82.9% | +105.3% |
| All | +102.2% | +20.9% | +81.3% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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