-73.9%
USO vs BBWI
+156.5%
-230.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.4% |
| 7D | +9.5% | +1.5% | +7.9% | +9.2% |
| 30D | +23.6% | -5.2% | +28.8% | +24.1% |
| 3M | +3.8% | +11.1% | -7.3% | +1.5% |
| 6M | +55.0% | -13.4% | +68.4% | +54.8% |
| YTD | +105.3% | +0.1% | +105.2% | +99.7% |
| 1Y | +91.4% | -36.1% | +127.5% | +97.0% |
| 3Y | +84.6% | -44.1% | +128.7% | +87.0% |
| 5Y | +191.7% | -66.2% | +258.0% | +208.9% |
| 10Y | +73.3% | -54.8% | +128.1% | +51.3% |
| All | -73.9% | +156.5% | -230.4% | -85.6% |
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