+200.4%
BA vs USO
-72.8%
+273.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.1% | -12.1% | +13.2% | +3.7% |
| 30D | -7.9% | +3.1% | -11.0% | -8.8% |
| 3M | -25.3% | +24.9% | -50.2% | -29.5% |
| 6M | -24.6% | +10.8% | -35.4% | -28.0% |
| YTD | -20.1% | +114.6% | -134.7% | -37.4% |
| 1Y | -11.8% | +109.4% | -121.1% | -30.5% |
| 3Y | -10.1% | +98.1% | -108.2% | -29.5% |
| 5Y | -22.7% | +162.4% | -185.2% | -46.7% |
| 10Y | +35.1% | +85.9% | -50.8% | -5.0% |
| All | +200.4% | -72.8% | +273.2% | +186.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling