+86.3%
USO vs URA
+119.4%
-33.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.3% | +3.0% |
| 7D | +3.6% | +8.1% | -4.5% | +3.9% |
| 30D | +23.8% | +5.8% | +18.0% | +24.1% |
| 3M | +8.1% | +3.4% | +4.6% | +8.6% |
| 6M | +34.3% | -2.6% | +36.9% | +34.3% |
| YTD | +111.1% | +11.2% | +100.0% | +108.0% |
| 1Y | +99.9% | +19.8% | +80.1% | +93.6% |
| All | +86.3% | +119.4% | -33.1% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling