+91.4%
USO vs UMC
+209.4%
-118.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.7% | +0.4% |
| 7D | +9.5% | +5.0% | +4.5% | +10.0% |
| 30D | +23.6% | +7.7% | +15.9% | +24.7% |
| 3M | +3.8% | +1.7% | +2.2% | +6.1% |
| 6M | +55.0% | +113.9% | -58.9% | +80.1% |
| YTD | +105.3% | +168.9% | -63.6% | +131.3% |
| 1Y | +91.4% | +207.2% | -115.8% | +106.0% |
| All | +91.4% | +209.4% | -118.1% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling