-72.7%
USO vs URI
+3,004.5%
-3,077.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | -12.1% | -9.8% | -2.3% | -10.3% |
| 30D | +3.1% | +1.7% | +1.4% | +2.6% |
| 3M | +24.9% | -9.1% | +33.9% | +26.7% |
| 6M | +10.8% | +9.9% | +0.9% | +7.7% |
| YTD | +114.6% | +31.2% | +83.4% | +97.6% |
| 1Y | +109.4% | +25.9% | +83.4% | +94.2% |
| 3Y | +98.1% | +147.4% | -49.3% | +54.4% |
| 5Y | +162.4% | +179.7% | -17.3% | +93.2% |
| 10Y | +85.9% | +1,419.5% | -1,333.7% | -9.5% |
| All | -72.7% | +3,004.5% | -3,077.2% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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