+108.9%
BSX vs USO
-73.3%
+182.2%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.9% | -8.8% | -6.3% |
| 7D | -6.4% | +3.6% | -10.0% | -7.0% |
| 30D | -8.8% | +23.8% | -32.6% | -11.9% |
| 3M | -7.6% | +8.1% | -15.7% | -9.4% |
| 6M | -37.0% | +34.3% | -71.2% | -41.0% |
| YTD | -52.8% | +111.1% | -164.0% | -59.3% |
| 1Y | -58.4% | +99.9% | -158.3% | -63.9% |
| 3Y | -16.5% | +86.5% | -103.0% | -27.8% |
| 5Y | -1.2% | +200.5% | -201.7% | -24.8% |
| 10Y | +83.7% | +66.5% | +17.2% | +46.4% |
| All | +108.9% | -73.3% | +182.2% | +113.6% |
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