+111.7%
BAC vs USO
-74.0%
+185.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +1.1% | +9.5% | -8.4% | -1.7% |
| 30D | -0.4% | +23.6% | -24.0% | -6.9% |
| 3M | +16.9% | +3.8% | +13.1% | +13.9% |
| 6M | +26.6% | +55.0% | -28.4% | +4.8% |
| YTD | +15.8% | +105.3% | -89.5% | -13.2% |
| 1Y | +27.2% | +91.4% | -64.2% | -2.8% |
| 3Y | +132.4% | +84.6% | +47.9% | +74.1% |
| 5Y | +72.6% | +191.7% | -119.2% | +2.8% |
| 10Y | +389.7% | +73.3% | +316.4% | +213.3% |
| All | +111.7% | -74.0% | +185.7% | +128.7% |
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