+85.0%
USO vs BAH
+199.5%
-114.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.2% |
| 7D | -1.4% | -2.6% | +1.1% | -1.2% |
| 30D | -4.6% | +20.4% | -24.9% | -6.7% |
| 3M | +14.7% | +11.9% | +2.9% | +13.0% |
| 6M | +1.2% | +17.1% | -15.9% | -1.1% |
| YTD | +111.2% | +5.5% | +105.7% | +108.2% |
| 1Y | +109.3% | +5.6% | +103.7% | +106.2% |
| 3Y | +103.5% | -26.5% | +130.0% | +104.2% |
| 5Y | +160.9% | +6.5% | +154.5% | +143.2% |
| All | +85.0% | +199.5% | -114.5% | +70.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling