+102.2%
USO vs UMC
+112.5%
-10.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.1% | -6.0% | -8.3% |
| 7D | -12.7% | -14.7% | +2.0% | -14.5% |
| 30D | +1.0% | -32.9% | +33.8% | -4.2% |
| 3M | +25.6% | -22.2% | +47.7% | +22.0% |
| 6M | -1.5% | +25.9% | -27.4% | +8.4% |
| YTD | +110.3% | +107.9% | +2.3% | +150.9% |
| 1Y | +102.2% | +115.0% | -12.9% | +139.8% |
| All | +102.2% | +112.5% | -10.4% | +139.8% |
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