+80.5%
USO vs TPR
+391.0%
-310.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.2% |
| 7D | -12.1% | +14.2% | -26.3% | -13.2% |
| 30D | +3.1% | +17.1% | -14.0% | +1.6% |
| 3M | +24.9% | -17.7% | +42.6% | +26.7% |
| 6M | +10.8% | -10.2% | +21.0% | +11.1% |
| YTD | +114.6% | +4.9% | +109.7% | +109.6% |
| 1Y | +109.4% | +36.1% | +73.3% | +97.5% |
| 3Y | +98.1% | +416.5% | -318.3% | +51.1% |
| 5Y | +162.4% | +254.8% | -92.3% | +106.9% |
| All | +80.5% | +391.0% | -310.6% | +42.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling