-73.9%
USO vs B
+109.7%
-183.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.3% |
| 7D | +9.5% | -1.6% | +11.0% | +9.7% |
| 30D | +23.6% | +9.4% | +14.1% | +21.2% |
| 3M | +3.8% | +5.0% | -1.2% | +2.0% |
| 6M | +55.0% | -3.5% | +58.6% | +53.0% |
| YTD | +105.3% | +4.5% | +100.8% | +98.4% |
| 1Y | +91.4% | +67.8% | +23.6% | +66.8% |
| 3Y | +84.6% | +196.7% | -112.1% | +40.3% |
| 5Y | +191.7% | +151.9% | +39.8% | +125.7% |
| 10Y | +73.3% | +202.2% | -128.9% | +20.2% |
| All | -73.9% | +109.7% | -183.6% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling