+112.2%
USO vs TTWO
-12.4%
+124.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.3% |
| 7D | +9.1% | +0.4% | +8.8% | +9.1% |
| 30D | +21.7% | -11.3% | +33.0% | +20.4% |
| 3M | +20.2% | +1.6% | +18.6% | +20.3% |
| 6M | +43.4% | +2.1% | +41.3% | +44.8% |
| YTD | +124.0% | -15.8% | +139.8% | +122.0% |
| 1Y | +112.2% | -12.6% | +124.8% | +111.0% |
| All | +112.2% | -12.4% | +124.6% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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