+91.4%
USO vs VALE
+47.4%
+44.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.7% |
| 7D | +6.2% | -1.8% | +8.1% | +6.2% |
| 30D | +19.1% | +6.7% | +12.4% | +19.2% |
| 3M | +14.2% | +4.9% | +9.3% | +14.3% |
| 6M | +43.7% | +3.6% | +40.2% | +43.1% |
| YTD | +116.8% | +21.9% | +95.0% | +109.3% |
| 1Y | +104.3% | +61.6% | +42.8% | +87.7% |
| All | +91.4% | +47.4% | +44.0% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling