+214.1%
USO vs UL
+19.6%
+194.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +2.3% |
| 7D | +6.2% | -3.2% | +9.5% | +5.5% |
| 30D | +19.1% | -0.6% | +19.7% | +19.0% |
| 3M | +14.2% | +9.4% | +4.8% | +16.5% |
| 6M | +43.7% | -4.1% | +47.9% | +45.2% |
| YTD | +116.8% | -2.0% | +118.8% | +119.1% |
| 1Y | +104.3% | -9.0% | +113.3% | +105.4% |
| 3Y | +91.5% | +21.8% | +69.7% | +94.9% |
| 5Y | +214.1% | +20.6% | +193.5% | +215.1% |
| All | +214.1% | +19.6% | +194.5% | +215.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling