-72.4%
USO vs BBY
+177.0%
-249.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +2.9% |
| 7D | +6.2% | +1.2% | +5.1% | +6.1% |
| 30D | +19.1% | +6.8% | +12.3% | +17.9% |
| 3M | +14.2% | +18.7% | -4.5% | +11.1% |
| 6M | +43.7% | +37.3% | +6.5% | +36.0% |
| YTD | +116.8% | +35.3% | +81.5% | +105.2% |
| 1Y | +104.3% | +20.7% | +83.7% | +96.2% |
| 3Y | +91.5% | +39.4% | +52.1% | +75.9% |
| 5Y | +214.1% | -1.5% | +215.5% | +197.9% |
| 10Y | +77.0% | +239.8% | -162.8% | +35.0% |
| All | -72.4% | +177.0% | -249.4% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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