+214.1%
USO vs BAX
-67.6%
+281.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.6% | +2.6% |
| 7D | +6.2% | -5.1% | +11.3% | +6.0% |
| 30D | +19.1% | -12.2% | +31.3% | +18.4% |
| 3M | +14.2% | +21.8% | -7.6% | +14.9% |
| 6M | +43.7% | +36.3% | +7.4% | +45.0% |
| YTD | +116.8% | +27.8% | +89.0% | +119.1% |
| 1Y | +104.3% | -0.1% | +104.4% | +108.9% |
| 3Y | +91.5% | -33.3% | +124.8% | +98.3% |
| 5Y | +214.1% | -67.1% | +281.2% | +224.5% |
| All | +214.1% | -67.6% | +281.6% | +224.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling