-73.9%
USO vs URI
+2,870.0%
-2,943.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.4% |
| 7D | +9.5% | -2.0% | +11.4% | +9.8% |
| 30D | +23.6% | -12.9% | +36.5% | +26.9% |
| 3M | +3.8% | -6.7% | +10.5% | +4.8% |
| 6M | +55.0% | +19.0% | +36.1% | +47.0% |
| YTD | +105.3% | +25.5% | +79.7% | +91.3% |
| 1Y | +91.4% | +5.5% | +85.8% | +84.3% |
| 3Y | +84.6% | +111.3% | -26.8% | +48.7% |
| 5Y | +191.7% | +198.6% | -6.8% | +111.8% |
| 10Y | +73.3% | +1,179.9% | -1,106.6% | -12.7% |
| All | -73.9% | +2,870.0% | -2,943.9% | -92.0% |
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