-73.2%
USO vs UL
+415.4%
-488.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.1% |
| 7D | +3.6% | -1.3% | +4.9% | +3.9% |
| 30D | +23.8% | +0.9% | +22.9% | +23.4% |
| 3M | +8.1% | +14.2% | -6.2% | +3.5% |
| 6M | +34.3% | -3.2% | +37.4% | +34.0% |
| YTD | +111.1% | -0.3% | +111.5% | +108.1% |
| 1Y | +99.9% | -8.8% | +108.7% | +101.9% |
| 3Y | +86.5% | +23.9% | +62.6% | +67.1% |
| 5Y | +200.5% | +21.4% | +179.2% | +164.9% |
| 10Y | +66.5% | +66.7% | -0.1% | +24.6% |
| All | -73.2% | +415.4% | -488.5% | -88.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling