+213.1%
USO vs TRU
-35.6%
+248.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.2% |
| 7D | +9.1% | -2.7% | +11.8% | +9.2% |
| 30D | +21.7% | -2.0% | +23.7% | +21.7% |
| 3M | +20.2% | +18.4% | +1.8% | +19.3% |
| 6M | +43.4% | +8.9% | +34.5% | +42.5% |
| YTD | +124.0% | -8.9% | +132.9% | +125.4% |
| 1Y | +112.2% | -15.9% | +128.1% | +114.6% |
| 3Y | +97.7% | -1.1% | +98.7% | +94.9% |
| All | +213.1% | -35.6% | +248.6% | +242.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 5y: compounded portfolio wealth divided by compounded TRU 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…
5y analysis · Full analysis span regression · 6 months rolling