-73.9%
USO vs BB
-70.7%
-3.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +9.5% | -5.6% | +15.1% | +10.0% |
| 30D | +23.6% | -11.8% | +35.4% | +24.9% |
| 3M | +3.8% | -25.5% | +29.3% | +5.9% |
| 6M | +55.0% | +121.3% | -66.2% | +40.9% |
| YTD | +105.3% | +103.2% | +2.1% | +88.0% |
| 1Y | +91.4% | +102.6% | -11.3% | +74.7% |
| 3Y | +84.6% | +37.5% | +47.1% | +69.2% |
| 5Y | +191.7% | -30.4% | +222.2% | +180.4% |
| 10Y | +73.3% | 0.0% | +73.3% | +38.6% |
| All | -73.9% | -70.7% | -3.2% | -76.7% |
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