+85.0%
USO vs B
+218.7%
-133.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.1% | +6.4% | +3.4% |
| 7D | -1.4% | -6.2% | +4.8% | -1.1% |
| 30D | -4.6% | -6.6% | +2.0% | -4.3% |
| 3M | +14.7% | -7.9% | +22.6% | +15.0% |
| 6M | +1.2% | -16.8% | +18.0% | +2.0% |
| YTD | +111.2% | -11.7% | +122.9% | +110.1% |
| 1Y | +109.3% | +3.5% | +105.8% | +103.9% |
| 3Y | +103.5% | +165.7% | -62.2% | +72.8% |
| 5Y | +160.9% | +108.4% | +52.5% | +127.0% |
| All | +85.0% | +218.7% | -133.7% | +53.7% |
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