+102.1%
USO vs UL
+19.9%
+82.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.4% | +7.0% | +5.0% |
| 7D | +11.5% | -4.1% | +15.5% | +9.6% |
| 30D | +24.1% | -1.2% | +25.3% | +23.6% |
| 3M | +17.9% | +6.0% | +11.9% | +21.2% |
| 6M | +49.6% | -5.5% | +55.1% | +51.3% |
| YTD | +129.0% | -3.3% | +132.3% | +131.8% |
| 1Y | +112.0% | -9.8% | +121.8% | +111.8% |
| All | +102.1% | +19.9% | +82.2% | +104.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling