+98.1%
USO vs BAM
+85.9%
+12.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | +0.3% |
| 7D | -12.1% | +9.7% | -21.8% | -10.8% |
| 30D | +3.1% | +19.0% | -15.9% | +5.5% |
| 3M | +24.9% | +0.6% | +24.3% | +25.7% |
| 6M | +10.8% | +11.1% | -0.3% | +12.8% |
| YTD | +114.6% | +4.2% | +110.4% | +120.4% |
| 1Y | +109.4% | +3.3% | +106.1% | +115.2% |
| 3Y | +98.1% | +88.8% | +9.4% | +76.3% |
| All | +98.1% | +85.9% | +12.2% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling