+102.2%
USO vs BAH
+6.2%
+96.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.5% | -9.5% | -8.3% |
| 7D | -12.7% | +5.8% | -18.5% | -13.4% |
| 30D | +1.0% | +28.7% | -27.7% | -2.8% |
| 3M | +25.6% | +20.9% | +4.7% | +22.0% |
| 6M | -1.5% | +15.2% | -16.6% | -3.3% |
| YTD | +110.3% | +7.1% | +103.2% | +104.5% |
| 1Y | +102.2% | +6.4% | +95.8% | +97.6% |
| All | +102.2% | +6.2% | +96.0% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling