+97.7%
USO vs UPS
-26.3%
+124.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | +9.1% | -2.0% | +11.1% | +8.9% |
| 30D | +21.7% | -2.0% | +23.6% | +21.5% |
| 3M | +20.2% | -6.2% | +26.5% | +19.8% |
| 6M | +43.4% | +2.8% | +40.6% | +44.2% |
| YTD | +124.0% | +5.9% | +118.1% | +124.5% |
| 1Y | +112.2% | +26.2% | +85.9% | +110.8% |
| 3Y | +97.7% | -26.0% | +123.7% | +97.6% |
| All | +97.7% | -26.3% | +124.0% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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