-50.7%
USO vs URA
-51.6%
+0.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -1.0% |
| 7D | -12.1% | -4.1% | -8.0% | -11.2% |
| 30D | +3.1% | -19.0% | +22.1% | +8.4% |
| 3M | +24.9% | -25.1% | +50.0% | +32.8% |
| 6M | +10.8% | -44.5% | +55.3% | +26.0% |
| YTD | +114.6% | -24.3% | +138.9% | +115.9% |
| 1Y | +109.4% | -28.1% | +137.5% | +112.9% |
| 3Y | +98.1% | +40.7% | +57.4% | +50.9% |
| 5Y | +162.4% | +35.5% | +127.0% | +93.2% |
| 10Y | +85.9% | +281.2% | -195.3% | -17.2% |
| All | -50.7% | -51.6% | +0.9% | -63.8% |
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 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