+213.1%
USO vs UMC
+143.5%
+69.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.5% | -2.3% |
| 7D | +9.1% | +9.0% | +0.1% | +8.9% |
| 30D | +21.7% | +17.2% | +4.4% | +21.2% |
| 3M | +20.2% | +11.4% | +8.8% | +19.6% |
| 6M | +43.4% | +137.5% | -94.1% | +36.1% |
| YTD | +124.0% | +193.1% | -69.1% | +105.9% |
| 1Y | +112.2% | +240.3% | -128.1% | +91.3% |
| 3Y | +97.7% | +262.2% | -164.5% | +75.0% |
| All | +213.1% | +143.5% | +69.5% | +185.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling