-8.6%
USO vs TRU
+228.6%
-237.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.8% | +5.7% | +3.3% |
| 7D | +3.6% | -7.2% | +10.8% | +4.7% |
| 30D | +23.8% | -2.8% | +26.6% | +24.1% |
| 3M | +8.1% | +13.0% | -5.0% | +5.1% |
| 6M | +34.3% | +0.7% | +33.6% | +32.4% |
| YTD | +111.1% | -9.0% | +120.1% | +111.2% |
| 1Y | +99.9% | -16.3% | +116.2% | +102.7% |
| 3Y | +86.5% | -1.1% | +87.6% | +75.6% |
| 5Y | +200.5% | -36.0% | +236.5% | +215.2% |
| 10Y | +66.5% | +139.9% | -73.3% | +11.2% |
| All | -8.6% | +228.6% | -237.2% | -47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling