-52.9%
USO vs URA
-31.1%
-21.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +9.5% | +1.1% | +8.4% | +9.1% |
| 30D | +23.6% | +7.4% | +16.2% | +20.8% |
| 3M | +3.8% | -8.4% | +12.2% | +4.9% |
| 6M | +55.0% | -12.7% | +67.8% | +54.9% |
| YTD | +105.3% | +7.8% | +97.5% | +90.2% |
| 1Y | +91.4% | +19.5% | +71.9% | +68.2% |
| 3Y | +84.6% | +116.4% | -31.9% | +25.3% |
| 5Y | +191.7% | +134.3% | +57.5% | +80.8% |
| 10Y | +73.3% | +359.3% | -286.0% | -24.1% |
| All | -52.9% | -31.1% | -21.8% | -68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling