+102.1%
USO vs UMC
+252.9%
-150.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.5% | +8.1% | +5.6% |
| 7D | +11.5% | +11.4% | +0.1% | +11.7% |
| 30D | +24.1% | +16.8% | +7.3% | +24.5% |
| 3M | +17.9% | +19.1% | -1.2% | +18.6% |
| 6M | +49.6% | +137.4% | -87.8% | +48.8% |
| YTD | +129.0% | +186.4% | -57.4% | +119.9% |
| 1Y | +112.0% | +229.1% | -117.1% | +99.2% |
| All | +102.1% | +252.9% | -150.8% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling