+82.0%
USO vs BHP
+496.8%
-414.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | +9.1% | -3.6% | +12.7% | +10.4% |
| 30D | +21.7% | -1.2% | +22.9% | +21.8% |
| 3M | +20.2% | +1.2% | +19.0% | +18.5% |
| 6M | +43.4% | +21.4% | +22.0% | +28.0% |
| YTD | +124.0% | +50.4% | +73.6% | +79.7% |
| 1Y | +112.2% | +67.5% | +44.7% | +61.2% |
| 3Y | +97.7% | +72.8% | +24.8% | +42.4% |
| 5Y | +217.4% | +112.6% | +104.8% | +94.0% |
| All | +82.0% | +496.8% | -414.9% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 10y: compounded portfolio wealth divided by compounded BHP 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…
10y analysis · Full analysis span regression · 6 months rolling