+97.7%
USO vs TTWO
+50.8%
+46.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.2% |
| 7D | +9.1% | +0.4% | +8.8% | +9.1% |
| 30D | +21.7% | -11.3% | +33.0% | +21.5% |
| 3M | +20.2% | +1.6% | +18.6% | +20.0% |
| 6M | +43.4% | +2.1% | +41.3% | +43.4% |
| YTD | +124.0% | -15.8% | +139.8% | +124.9% |
| 1Y | +112.2% | -12.6% | +124.8% | +112.6% |
| 3Y | +97.7% | +48.2% | +49.4% | +99.7% |
| All | +97.7% | +50.8% | +46.9% | +99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling