+136.4%
BAC vs USO
+86.9%
+49.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.3% | -0.5% |
| 7D | +1.2% | +3.6% | -2.4% | +1.1% |
| 30D | -0.7% | +23.8% | -24.5% | -0.8% |
| 3M | +16.9% | +8.1% | +8.9% | +17.1% |
| 6M | +29.6% | +34.3% | -4.7% | +27.4% |
| YTD | +15.3% | +111.1% | -95.9% | +7.6% |
| 1Y | +28.8% | +99.9% | -71.1% | +20.9% |
| 3Y | +136.4% | +86.5% | +49.9% | +116.4% |
| All | +136.4% | +86.9% | +49.5% | +116.4% |
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