-50.0%
USO vs BAH
+886.2%
-936.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | +9.5% | -3.2% | +12.7% | +10.0% |
| 30D | +23.6% | +2.0% | +21.6% | +23.2% |
| 3M | +3.8% | -7.6% | +11.4% | +4.7% |
| 6M | +55.0% | -5.7% | +60.7% | +55.7% |
| YTD | +105.3% | -11.7% | +117.0% | +107.2% |
| 1Y | +91.4% | -27.4% | +118.7% | +98.2% |
| 3Y | +84.6% | -32.5% | +117.1% | +88.1% |
| 5Y | +191.7% | -3.3% | +195.1% | +175.4% |
| 10Y | +73.3% | +186.0% | -112.7% | +32.4% |
| All | -50.0% | +886.2% | -936.2% | -73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling