-72.4%
USO vs BDX
+424.7%
-497.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.5% |
| 7D | +6.2% | -3.6% | +9.8% | +6.9% |
| 30D | +19.1% | +0.7% | +18.4% | +18.9% |
| 3M | +14.2% | +19.0% | -4.7% | +10.2% |
| 6M | +43.7% | +10.8% | +33.0% | +40.1% |
| YTD | +116.8% | +20.1% | +96.7% | +107.2% |
| 1Y | +104.3% | +23.1% | +81.3% | +93.9% |
| 3Y | +91.5% | -8.8% | +100.4% | +91.7% |
| 5Y | +214.1% | -1.4% | +215.5% | +204.0% |
| 10Y | +77.0% | +60.5% | +16.5% | +42.3% |
| All | -72.4% | +424.7% | -497.2% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling