-72.4%
USO vs BG
+245.3%
-317.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | +6.2% | +0.5% | +5.7% | +6.0% |
| 30D | +19.1% | +10.3% | +8.8% | +15.3% |
| 3M | +14.2% | -1.9% | +16.1% | +14.7% |
| 6M | +43.7% | +5.2% | +38.5% | +41.3% |
| YTD | +116.8% | +41.2% | +75.7% | +94.1% |
| 1Y | +104.3% | +50.5% | +53.8% | +78.1% |
| 3Y | +91.5% | +19.9% | +71.6% | +76.2% |
| 5Y | +214.1% | +86.7% | +127.4% | +145.1% |
| 10Y | +77.0% | +167.5% | -90.5% | +15.0% |
| All | -72.4% | +245.3% | -317.8% | -85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling