+661.1%
BX vs USO
+86.2%
+574.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +2.8% |
| 7D | -5.6% | +9.1% | -14.7% | -6.8% |
| 30D | -12.2% | +21.7% | -33.9% | -14.8% |
| 3M | +7.4% | +20.2% | -12.8% | +3.8% |
| 6M | +22.2% | +43.4% | -21.2% | +12.5% |
| YTD | -14.0% | +124.0% | -138.0% | -27.8% |
| 1Y | -27.3% | +112.2% | -139.5% | -38.5% |
| 3Y | +24.5% | +97.7% | -73.1% | +5.0% |
| 5Y | +18.9% | +217.4% | -198.5% | -12.7% |
| All | +661.1% | +86.2% | +574.9% | +523.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling