-72.7%
USO vs UAL
+213.4%
-286.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | +0.1% |
| 7D | -12.1% | +8.2% | -20.2% | -12.1% |
| 30D | +3.1% | +2.3% | +0.8% | +3.1% |
| 3M | +24.9% | -12.7% | +37.5% | +24.9% |
| 6M | +10.8% | +12.7% | -1.9% | +10.7% |
| YTD | +114.6% | +0.8% | +113.8% | +114.6% |
| 1Y | +109.4% | +17.8% | +91.6% | +108.8% |
| 3Y | +98.1% | +206.7% | -108.6% | +93.7% |
| 5Y | +162.4% | +113.9% | +48.6% | +157.4% |
| 10Y | +85.9% | +97.0% | -11.1% | +80.2% |
| All | -72.7% | +213.4% | -286.1% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling