-10.1%
BA vs USO
+95.6%
-105.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.1% | -12.1% | +13.2% | +0.5% |
| 30D | -7.9% | +3.1% | -11.0% | -7.8% |
| 3M | -25.3% | +24.9% | -50.2% | -24.5% |
| 6M | -24.6% | +10.8% | -35.4% | -23.9% |
| YTD | -20.1% | +114.6% | -134.7% | -28.1% |
| 1Y | -11.8% | +109.4% | -121.1% | -20.3% |
| 3Y | -10.1% | +98.1% | -108.2% | -19.1% |
| All | -10.1% | +95.6% | -105.7% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling