-73.2%
USO vs VALE
+181.5%
-254.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -1.9% | -3.2% | +1.3% | -1.1% |
| 30D | -5.2% | -15.1% | +9.9% | -1.0% |
| 3M | +16.4% | -18.7% | +35.1% | +22.8% |
| 6M | +2.5% | -31.5% | +34.0% | +13.0% |
| YTD | +110.5% | -11.4% | +121.9% | +110.5% |
| 1Y | +108.4% | -1.9% | +110.3% | +101.7% |
| 3Y | +99.6% | +1.7% | +98.0% | +87.0% |
| 5Y | +160.1% | +35.4% | +124.6% | +115.5% |
| 10Y | +86.3% | +204.8% | -118.6% | +7.6% |
| All | -73.2% | +181.5% | -254.8% | -87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling