+112.2%
USO vs VALE
+57.8%
+54.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.3% |
| 7D | +9.1% | -0.3% | +9.4% | +9.0% |
| 30D | +21.7% | +8.6% | +13.1% | +25.1% |
| 3M | +20.2% | +2.0% | +18.3% | +21.1% |
| 6M | +43.4% | +2.1% | +41.2% | +45.6% |
| YTD | +124.0% | +20.2% | +103.8% | +121.8% |
| 1Y | +112.2% | +55.2% | +57.0% | +94.0% |
| All | +112.2% | +57.8% | +54.4% | +94.0% |
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