-73.9%
USO vs BAX
+87.1%
-161.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | +9.5% | -1.1% | +10.6% | +9.6% |
| 30D | +23.6% | -5.5% | +29.0% | +24.5% |
| 3M | +3.8% | +33.5% | -29.7% | -1.7% |
| 6M | +55.0% | +35.9% | +19.2% | +45.3% |
| YTD | +105.3% | +35.4% | +69.9% | +91.2% |
| 1Y | +91.4% | +9.8% | +81.6% | +85.0% |
| 3Y | +84.6% | -32.7% | +117.3% | +93.1% |
| 5Y | +191.7% | -65.6% | +257.3% | +257.1% |
| 10Y | +73.3% | -34.9% | +108.2% | +71.4% |
| All | -73.9% | +87.1% | -161.1% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling