+213.1%
USO vs BDX
-2.2%
+215.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.1% |
| 7D | +9.1% | -3.2% | +12.3% | +8.9% |
| 30D | +21.7% | -2.5% | +24.2% | +21.5% |
| 3M | +20.2% | +21.4% | -1.2% | +21.6% |
| 6M | +43.4% | +10.4% | +32.9% | +44.9% |
| YTD | +124.0% | +18.8% | +105.1% | +126.0% |
| 1Y | +112.2% | +21.7% | +90.5% | +114.0% |
| 3Y | +97.7% | -10.0% | +107.6% | +102.9% |
| All | +213.1% | -2.2% | +215.3% | +211.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 5y: compounded portfolio wealth divided by compounded BDX 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…
5y analysis · Full analysis span regression · 6 months rolling