+91.4%
USO vs BAM
-8.8%
+100.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | +0.2% |
| 7D | +9.5% | -2.0% | +11.4% | +8.6% |
| 30D | +23.6% | -2.9% | +26.5% | +22.2% |
| 3M | +3.8% | +9.4% | -5.6% | +9.2% |
| 6M | +55.0% | +10.8% | +44.3% | +65.8% |
| YTD | +105.3% | -0.4% | +105.7% | +119.4% |
| 1Y | +91.4% | -10.9% | +102.2% | +107.6% |
| All | +91.4% | -8.8% | +100.2% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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