+72.3%
BA vs USO
+70.4%
+1.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.3% |
| 7D | +2.5% | +3.6% | -1.1% | +1.8% |
| 30D | -10.1% | +23.8% | -33.9% | -14.0% |
| 3M | -2.4% | +8.1% | -10.5% | -4.9% |
| 6M | -8.8% | +34.3% | -43.1% | -17.7% |
| YTD | -2.9% | +111.1% | -114.1% | -22.7% |
| 1Y | -8.8% | +99.9% | -108.7% | -26.4% |
| 3Y | -0.3% | +86.5% | -86.8% | -19.9% |
| 5Y | -0.3% | +200.5% | -200.8% | -35.1% |
| 10Y | +72.3% | +66.5% | +5.8% | +28.6% |
| All | +72.3% | +70.4% | +1.9% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 10y: compounded portfolio wealth divided by compounded USO 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…
10y analysis · Full analysis span regression · 6 months rolling