+23.9%
BMY vs USO
+223.2%
-199.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.6% | -6.6% | -0.8% |
| 7D | -6.4% | +11.5% | -17.8% | -6.0% |
| 30D | +0.2% | +24.1% | -23.9% | +0.9% |
| 3M | +16.0% | +17.9% | -2.0% | +16.5% |
| 6M | +8.3% | +49.6% | -41.3% | +9.5% |
| YTD | +22.2% | +129.0% | -106.8% | +24.1% |
| 1Y | +41.7% | +112.0% | -70.3% | +43.9% |
| 3Y | +20.7% | +102.3% | -81.6% | +22.5% |
| 5Y | +23.9% | +224.5% | -200.6% | +21.7% |
| All | +23.9% | +223.2% | -199.3% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling