+76.1%
USO vs B
+184.6%
-108.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.3% | -0.5% |
| 7D | -10.6% | +7.1% | -17.7% | -11.0% |
| 30D | -4.6% | -3.3% | -1.2% | -4.4% |
| 3M | +12.3% | -2.5% | +14.9% | +12.2% |
| 6M | +5.9% | -7.2% | +13.1% | +5.8% |
| YTD | +104.5% | -7.4% | +111.9% | +102.9% |
| 1Y | +97.3% | +16.4% | +80.9% | +90.0% |
| 3Y | +97.0% | +178.7% | -81.7% | +66.7% |
| 5Y | +151.2% | +121.7% | +29.5% | +117.4% |
| 10Y | +76.1% | +208.6% | -132.5% | +45.3% |
| All | +76.1% | +184.6% | -108.5% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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