+213.1%
USO vs BG
+81.8%
+131.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -1.6% |
| 7D | +9.1% | +3.1% | +6.0% | +8.1% |
| 30D | +21.7% | +10.2% | +11.5% | +17.9% |
| 3M | +20.2% | -1.7% | +21.9% | +20.6% |
| 6M | +43.4% | +1.0% | +42.4% | +42.8% |
| YTD | +124.0% | +39.9% | +84.1% | +103.4% |
| 1Y | +112.2% | +53.2% | +59.0% | +86.7% |
| 3Y | +97.7% | +16.3% | +81.4% | +85.8% |
| All | +213.1% | +81.8% | +131.2% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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