+71.2%
BAC vs USO
-74.1%
+145.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.9% | -2.7% | +0.9% | -1.1% |
| 30D | -7.2% | -6.3% | -0.8% | -5.8% |
| 3M | -20.4% | +10.9% | -31.3% | -23.7% |
| 6M | +1.3% | +2.0% | -0.8% | -2.0% |
| YTD | -6.4% | +104.6% | -111.0% | -30.4% |
| 1Y | -3.5% | +94.5% | -98.0% | -27.1% |
| 3Y | +96.7% | +97.1% | -0.4% | +43.3% |
| 5Y | +20.6% | +151.6% | -131.0% | -24.6% |
| 10Y | +233.0% | +81.0% | +152.0% | +108.1% |
| All | +71.2% | -74.1% | +145.3% | +83.4% |
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 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