-73.2%
USO vs UDR
+220.1%
-293.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.0% |
| 7D | +3.6% | -2.1% | +5.6% | +4.0% |
| 30D | +23.8% | -5.6% | +29.4% | +25.1% |
| 3M | +8.1% | -5.8% | +13.8% | +9.1% |
| 6M | +34.3% | -1.1% | +35.4% | +33.9% |
| YTD | +111.1% | +1.6% | +109.5% | +109.2% |
| 1Y | +99.9% | -2.7% | +102.6% | +99.6% |
| 3Y | +86.5% | +6.3% | +80.2% | +80.7% |
| 5Y | +200.5% | -19.3% | +219.9% | +205.5% |
| 10Y | +66.5% | +46.0% | +20.6% | +45.9% |
| All | -73.2% | +220.1% | -293.3% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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