+397.7%
BAC vs USO
+73.9%
+323.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.2% | 0.0% |
| 7D | +0.6% | +6.2% | -5.6% | -0.4% |
| 30D | -1.4% | +19.1% | -20.5% | -4.4% |
| 3M | +15.7% | +14.2% | +1.5% | +12.3% |
| 6M | +32.2% | +43.7% | -11.6% | +20.5% |
| YTD | +15.8% | +116.8% | -101.1% | -3.9% |
| 1Y | +27.3% | +104.3% | -77.1% | +6.7% |
| 3Y | +137.5% | +91.5% | +45.9% | +98.2% |
| 5Y | +73.1% | +214.1% | -141.0% | +22.8% |
| 10Y | +397.7% | +77.0% | +320.7% | +292.2% |
| All | +397.7% | +73.9% | +323.8% | +292.2% |
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