+91.4%
USO vs VALE
+60.7%
+30.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.2% |
| 7D | +9.5% | +1.6% | +7.9% | +10.1% |
| 30D | +23.6% | +5.1% | +18.4% | +25.7% |
| 3M | +3.8% | -0.4% | +4.2% | +3.8% |
| 6M | +55.0% | -2.2% | +57.3% | +57.9% |
| YTD | +105.3% | +20.5% | +84.7% | +104.1% |
| 1Y | +91.4% | +61.2% | +30.2% | +81.0% |
| All | +91.4% | +60.7% | +30.7% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 1y: compounded portfolio wealth divided by compounded VALE 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…
1y analysis · Full analysis span regression · 6 months rolling