+86.1%
USO vs BAX
-37.2%
+123.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.9% | +6.5% | +5.7% |
| 7D | +11.5% | -5.4% | +16.9% | +11.8% |
| 30D | +24.1% | -12.4% | +36.5% | +25.0% |
| 3M | +17.9% | +19.1% | -1.2% | +15.9% |
| 6M | +49.6% | +38.6% | +11.0% | +44.6% |
| YTD | +129.0% | +26.7% | +102.3% | +122.6% |
| 1Y | +112.0% | +1.0% | +111.0% | +111.9% |
| 3Y | +102.3% | -33.9% | +136.2% | +111.4% |
| 5Y | +224.5% | -67.0% | +291.6% | +288.1% |
| All | +86.1% | -37.2% | +123.2% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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