+76.2%
USO vs BAH
+192.9%
-116.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +6.2% | -1.3% | +7.6% | +6.4% |
| 30D | +19.1% | -6.6% | +25.7% | +20.0% |
| 3M | +14.2% | -7.2% | +21.4% | +14.9% |
| 6M | +43.7% | -10.0% | +53.7% | +45.0% |
| YTD | +116.8% | -12.5% | +129.3% | +118.7% |
| 1Y | +104.3% | -27.9% | +132.3% | +110.1% |
| 3Y | +91.5% | -31.4% | +122.9% | +92.7% |
| 5Y | +214.1% | -3.2% | +217.3% | +195.6% |
| All | +76.2% | +192.9% | -116.7% | +58.0% |
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 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