+76.1%
USO vs UAL
+99.5%
-23.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | -10.6% | +12.5% | -23.0% | -11.1% |
| 30D | -4.6% | +12.2% | -16.7% | -5.2% |
| 3M | +12.3% | -2.6% | +14.9% | +12.3% |
| 6M | +5.9% | +21.1% | -15.2% | +3.8% |
| YTD | +104.5% | +7.8% | +96.7% | +100.9% |
| 1Y | +97.3% | +25.4% | +71.9% | +90.4% |
| 3Y | +97.0% | +217.3% | -120.3% | +63.9% |
| 5Y | +151.2% | +132.9% | +18.3% | +111.7% |
| 10Y | +76.1% | +101.1% | -25.0% | +42.6% |
| All | +76.1% | +99.5% | -23.4% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 10y: compounded portfolio wealth divided by compounded UAL 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…
10y analysis · Full analysis span regression · 6 months rolling