-72.4%
USO vs TRV
+1,328.3%
-1,400.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.6% |
| 7D | +6.2% | +0.2% | +6.1% | +6.2% |
| 30D | +19.1% | -2.3% | +21.4% | +19.8% |
| 3M | +14.2% | +22.7% | -8.5% | +7.5% |
| 6M | +43.7% | +21.9% | +21.8% | +35.2% |
| YTD | +116.8% | +27.5% | +89.4% | +101.2% |
| 1Y | +104.3% | +36.2% | +68.1% | +85.7% |
| 3Y | +91.5% | +140.6% | -49.1% | +44.3% |
| 5Y | +214.1% | +154.5% | +59.6% | +130.3% |
| 10Y | +77.0% | +295.4% | -218.4% | +11.0% |
| All | -72.4% | +1,328.3% | -1,400.8% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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