-73.9%
USO vs UL
+420.7%
-494.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +9.5% | -1.3% | +10.8% | +9.8% |
| 30D | +23.6% | +0.5% | +23.1% | +23.3% |
| 3M | +3.8% | +17.6% | -13.8% | -1.4% |
| 6M | +55.0% | -5.4% | +60.4% | +55.8% |
| YTD | +105.3% | +0.7% | +104.6% | +101.7% |
| 1Y | +91.4% | -9.3% | +100.6% | +93.7% |
| 3Y | +84.6% | +24.5% | +60.0% | +65.1% |
| 5Y | +191.7% | +23.2% | +168.5% | +156.0% |
| 10Y | +73.3% | +64.5% | +8.8% | +30.6% |
| All | -73.9% | +420.7% | -494.6% | -88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling