+112.0%
USO vs BAH
-24.1%
+136.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.8% | +0.8% | +5.0% |
| 7D | +11.5% | +2.4% | +9.0% | +11.1% |
| 30D | +24.1% | -2.9% | +27.1% | +24.4% |
| 3M | +17.9% | -1.3% | +19.3% | +18.5% |
| 6M | +49.6% | -0.9% | +50.5% | +50.3% |
| YTD | +129.0% | -8.2% | +137.2% | +130.0% |
| 1Y | +112.0% | -24.0% | +136.0% | +112.1% |
| All | +112.0% | -24.1% | +136.1% | +112.1% |
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