+82.0%
USO vs UMC
+1,863.6%
-1,781.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.5% | -2.4% |
| 7D | +9.1% | +9.0% | +0.1% | +8.3% |
| 30D | +21.7% | +17.2% | +4.4% | +20.0% |
| 3M | +20.2% | +11.4% | +8.8% | +18.3% |
| 6M | +43.4% | +137.5% | -94.1% | +29.3% |
| YTD | +124.0% | +193.1% | -69.1% | +95.0% |
| 1Y | +112.2% | +240.3% | -128.1% | +80.9% |
| 3Y | +97.7% | +262.2% | -164.5% | +65.1% |
| 5Y | +217.4% | +143.1% | +74.3% | +174.1% |
| All | +82.0% | +1,863.6% | -1,781.6% | +2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling