+77.0%
USO vs URA
+369.2%
-292.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.0% |
| 7D | +6.2% | +5.7% | +0.5% | +5.1% |
| 30D | +19.1% | +5.6% | +13.5% | +17.6% |
| 3M | +14.2% | +6.2% | +8.0% | +11.9% |
| 6M | +43.7% | -8.2% | +52.0% | +42.6% |
| YTD | +116.8% | +9.7% | +107.2% | +103.0% |
| 1Y | +104.3% | +17.0% | +87.4% | +84.7% |
| 3Y | +91.5% | +118.5% | -26.9% | +36.1% |
| 5Y | +214.1% | +134.3% | +79.7% | +105.7% |
| 10Y | +77.0% | +377.5% | -300.5% | -17.0% |
| All | +77.0% | +369.2% | -292.2% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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