+86.1%
USO vs BAH
+207.1%
-121.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.8% | +0.8% | +5.1% |
| 7D | +11.5% | +2.4% | +9.0% | +11.2% |
| 30D | +24.1% | -2.9% | +27.1% | +24.5% |
| 3M | +17.9% | -1.3% | +19.3% | +17.9% |
| 6M | +49.6% | -0.9% | +50.5% | +49.4% |
| YTD | +129.0% | -8.2% | +137.2% | +129.8% |
| 1Y | +112.0% | -24.0% | +136.0% | +116.7% |
| 3Y | +102.3% | -28.1% | +130.4% | +102.5% |
| 5Y | +224.5% | +2.5% | +222.0% | +203.4% |
| All | +86.1% | +207.1% | -121.0% | +66.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling