+95.8%
USO vs WOLF
+60.4%
+35.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +3.0% |
| 7D | +3.6% | +9.8% | -6.2% | +4.3% |
| 30D | +23.8% | -12.1% | +35.9% | +22.9% |
| 3M | +8.1% | -47.9% | +55.9% | +5.2% |
| 6M | +34.3% | +74.3% | -40.0% | +50.1% |
| YTD | +111.1% | +65.9% | +45.3% | +135.1% |
| All | +95.8% | +60.4% | +35.3% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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