-73.8%
USO vs UAL
+234.6%
-308.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +6.8% | -10.7% | -3.9% |
| 7D | -9.1% | +10.2% | -19.3% | -9.0% |
| 30D | -3.7% | +12.0% | -15.8% | -3.7% |
| 3M | +20.9% | -7.1% | +28.0% | +21.0% |
| 6M | +6.8% | +20.9% | -14.1% | +6.7% |
| YTD | +106.3% | +7.7% | +98.6% | +106.3% |
| 1Y | +100.2% | +23.6% | +76.6% | +99.8% |
| 3Y | +103.1% | +222.6% | -119.5% | +98.7% |
| 5Y | +146.1% | +127.9% | +18.1% | +141.4% |
| 10Y | +73.5% | +100.2% | -26.7% | +68.0% |
| All | -73.8% | +234.6% | -308.4% | -73.8% |
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