-73.2%
USO vs BAX
+87.0%
-160.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -5.2% | +4.1% | -9.3% | -6.0% |
| 3M | +16.4% | -4.5% | +21.0% | +16.8% |
| 6M | +2.5% | +49.2% | -46.7% | -5.2% |
| YTD | +110.5% | +35.2% | +75.2% | +95.4% |
| 1Y | +108.4% | +38.3% | +70.1% | +92.3% |
| 3Y | +99.6% | -19.0% | +118.7% | +99.3% |
| 5Y | +160.1% | -64.2% | +224.2% | +214.0% |
| 10Y | +86.3% | -35.7% | +122.0% | +84.5% |
| All | -73.2% | +87.0% | -160.2% | -77.2% |
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