+491.4%
BMY vs USO
-74.0%
+565.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +0.4% | +9.5% | -9.1% | -0.3% |
| 30D | +5.0% | +23.6% | -18.6% | +3.4% |
| 3M | +19.4% | +3.8% | +15.6% | +18.7% |
| 6M | +9.5% | +55.0% | -45.5% | +4.9% |
| YTD | +28.1% | +105.3% | -77.2% | +19.7% |
| 1Y | +50.0% | +91.4% | -41.4% | +40.8% |
| 3Y | +24.1% | +84.6% | -60.5% | +15.8% |
| 5Y | +25.0% | +191.7% | -166.7% | +9.7% |
| 10Y | +68.7% | +73.3% | -4.6% | +50.3% |
| All | +491.4% | -74.0% | +565.4% | +484.0% |
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