+66.5%
USO vs B
+186.6%
-120.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.3% | +3.0% |
| 7D | +3.6% | +2.3% | +1.2% | +3.4% |
| 30D | +23.8% | +1.4% | +22.4% | +23.5% |
| 3M | +8.1% | +12.2% | -4.1% | +6.6% |
| 6M | +34.3% | -2.1% | +36.4% | +33.7% |
| YTD | +111.1% | +2.9% | +108.2% | +108.1% |
| 1Y | +99.9% | +55.3% | +44.6% | +86.0% |
| 3Y | +86.5% | +198.7% | -112.2% | +57.0% |
| 5Y | +200.5% | +153.8% | +46.8% | +156.8% |
| 10Y | +66.5% | +193.4% | -126.9% | +39.2% |
| All | +66.5% | +186.6% | -120.0% | +39.2% |
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