-73.2%
USO vs BBWI
+177.1%
-250.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.9% | +6.2% | +3.6% |
| 7D | -1.4% | -4.5% | +3.1% | -0.9% |
| 30D | -4.6% | +17.1% | -21.7% | -6.6% |
| 3M | +14.7% | +17.5% | -2.7% | +11.8% |
| 6M | +1.2% | +12.8% | -11.6% | -2.0% |
| YTD | +111.2% | +8.2% | +103.1% | +102.5% |
| 1Y | +109.3% | -1.8% | +111.1% | +102.0% |
| 3Y | +103.5% | -25.8% | +129.2% | +97.3% |
| 5Y | +160.9% | -68.0% | +229.0% | +179.3% |
| 10Y | +86.9% | -47.6% | +134.5% | +58.9% |
| All | -73.2% | +177.1% | -250.3% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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