+102.2%
USO vs UL
+1.7%
+100.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.3% | -11.3% | -6.1% |
| 7D | -12.7% | +4.7% | -17.4% | -10.1% |
| 30D | +1.0% | +11.6% | -10.6% | +8.0% |
| 3M | +25.6% | +5.3% | +20.3% | +30.1% |
| 6M | -1.5% | +16.0% | -17.5% | +9.1% |
| YTD | +110.3% | +5.0% | +105.3% | +122.3% |
| 1Y | +102.2% | +1.1% | +101.0% | +113.9% |
| All | +102.2% | +1.7% | +100.5% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling