-72.4%
USO vs UMC
+963.9%
-1,036.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.0% | -1.3% | +2.1% |
| 7D | +6.2% | +13.6% | -7.4% | +4.1% |
| 30D | +19.1% | +20.8% | -1.7% | +15.5% |
| 3M | +14.2% | +16.1% | -1.9% | +9.7% |
| 6M | +43.7% | +137.3% | -93.6% | +20.4% |
| YTD | +116.8% | +193.8% | -76.9% | +72.8% |
| 1Y | +104.3% | +236.1% | -131.7% | +58.6% |
| 3Y | +91.5% | +267.1% | -175.6% | +43.8% |
| 5Y | +214.1% | +145.3% | +68.8% | +147.4% |
| 10Y | +77.0% | +1,857.3% | -1,780.3% | -15.6% |
| All | -72.4% | +963.9% | -1,036.4% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling