+156.0%
USO vs URA
+25.3%
+130.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -0.2% |
| 7D | -12.1% | -4.1% | -8.0% | -11.8% |
| 30D | +3.1% | -19.0% | +22.1% | +4.9% |
| 3M | +24.9% | -25.1% | +50.0% | +27.5% |
| 6M | +10.8% | -44.5% | +55.3% | +16.9% |
| YTD | +114.6% | -24.3% | +138.9% | +111.3% |
| 1Y | +109.4% | -28.1% | +137.5% | +107.6% |
| 3Y | +98.1% | +40.7% | +57.4% | +57.6% |
| All | +156.0% | +25.3% | +130.7% | +111.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling