+82.0%
USO vs UL
+66.7%
+15.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.2% |
| 7D | +9.1% | -3.4% | +12.5% | +9.3% |
| 30D | +21.7% | +0.5% | +21.2% | +21.6% |
| 3M | +20.2% | +7.2% | +13.0% | +19.3% |
| 6M | +43.4% | -3.1% | +46.4% | +43.8% |
| YTD | +124.0% | -2.7% | +126.7% | +123.9% |
| 1Y | +112.2% | -10.2% | +122.4% | +114.5% |
| 3Y | +97.7% | +20.3% | +77.4% | +87.5% |
| 5Y | +217.4% | +19.9% | +197.5% | +199.0% |
| All | +82.0% | +66.7% | +15.3% | +66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling