+224.5%
USO vs VALE
+40.1%
+184.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.0% | +6.6% | +5.8% |
| 7D | +11.5% | -0.2% | +11.7% | +11.5% |
| 30D | +24.1% | +9.7% | +14.4% | +22.0% |
| 3M | +17.9% | +5.3% | +12.7% | +16.6% |
| 6M | +49.6% | +0.5% | +49.1% | +47.6% |
| YTD | +129.0% | +20.6% | +108.4% | +113.9% |
| 1Y | +112.0% | +57.6% | +54.4% | +83.8% |
| 3Y | +102.3% | +50.6% | +51.7% | +73.9% |
| 5Y | +224.5% | +41.8% | +182.7% | +172.4% |
| All | +224.5% | +40.1% | +184.4% | +172.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling