+77.0%
USO vs UAL
+98.4%
-21.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +2.8% |
| 7D | +6.2% | -1.1% | +7.4% | +6.3% |
| 30D | +19.1% | -13.4% | +32.5% | +20.0% |
| 3M | +14.2% | -2.3% | +16.5% | +13.7% |
| 6M | +43.7% | +13.3% | +30.4% | +40.4% |
| YTD | +116.8% | -4.2% | +121.0% | +114.5% |
| 1Y | +104.3% | +1.4% | +103.0% | +100.3% |
| 3Y | +91.5% | +125.8% | -34.3% | +64.8% |
| 5Y | +214.1% | +130.0% | +84.1% | +160.9% |
| 10Y | +77.0% | +104.2% | -27.2% | +29.3% |
| All | +77.0% | +98.4% | -21.4% | +29.3% |
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