+109.3%
USO vs TPR
+29.9%
+79.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.0% |
| 7D | -1.4% | -1.1% | -0.3% | -1.8% |
| 30D | -4.6% | +15.1% | -19.7% | +1.5% |
| 3M | +14.7% | -13.4% | +28.1% | +8.1% |
| 6M | +1.2% | +1.4% | -0.1% | +6.6% |
| YTD | +111.2% | +4.8% | +106.4% | +119.1% |
| 1Y | +109.3% | +29.2% | +80.1% | +119.4% |
| All | +109.3% | +29.9% | +79.4% | +119.4% |
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