+24.5%
BX vs USO
+96.2%
-71.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +2.3% |
| 7D | -5.6% | +9.1% | -14.7% | -5.1% |
| 30D | -12.2% | +21.7% | -33.9% | -11.2% |
| 3M | +7.4% | +20.2% | -12.8% | +8.8% |
| 6M | +22.2% | +43.4% | -21.2% | +21.9% |
| YTD | -14.0% | +124.0% | -138.0% | -18.2% |
| 1Y | -27.3% | +112.2% | -139.5% | -30.4% |
| 3Y | +24.5% | +97.7% | -73.1% | +11.2% |
| All | +24.5% | +96.2% | -71.7% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling