-73.2%
USO vs BB
-65.3%
-7.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.0% | +6.2% | +3.5% |
| 7D | -1.4% | +9.0% | -10.4% | -2.3% |
| 30D | -4.6% | +7.7% | -12.3% | -5.6% |
| 3M | +14.7% | +4.0% | +10.8% | +13.6% |
| 6M | +1.2% | +46.6% | -45.4% | -4.2% |
| YTD | +111.2% | +140.6% | -29.4% | +89.3% |
| 1Y | +109.3% | +103.1% | +6.2% | +90.5% |
| 3Y | +103.5% | +150.5% | -47.1% | +74.9% |
| 5Y | +160.9% | -15.4% | +176.3% | +145.6% |
| 10Y | +86.9% | +25.4% | +61.4% | +45.2% |
| All | -73.2% | -65.3% | -7.8% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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