-73.8%
USO vs B
+98.1%
-171.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.2% | -8.1% | -4.6% |
| 7D | -9.1% | +11.3% | -20.4% | -10.9% |
| 30D | -3.7% | +2.9% | -6.7% | -4.6% |
| 3M | +20.9% | -2.9% | +23.8% | +20.5% |
| 6M | +6.8% | -1.2% | +8.0% | +5.2% |
| YTD | +106.3% | -1.3% | +107.6% | +100.3% |
| 1Y | +100.2% | +30.4% | +69.8% | +83.4% |
| 3Y | +103.1% | +195.3% | -92.2% | +53.6% |
| 5Y | +146.1% | +146.2% | -0.1% | +90.2% |
| 10Y | +73.5% | +200.5% | -127.0% | +20.0% |
| All | -73.8% | +98.1% | -171.9% | -83.6% |
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