+224.5%
USO vs BHP
+112.0%
+112.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -5.3% | +10.9% | +6.5% |
| 7D | +11.5% | -3.7% | +15.2% | +12.1% |
| 30D | +24.1% | -0.8% | +25.0% | +24.0% |
| 3M | +17.9% | +7.6% | +10.3% | +15.8% |
| 6M | +49.6% | +20.8% | +28.8% | +41.7% |
| YTD | +129.0% | +50.8% | +78.2% | +101.7% |
| 1Y | +112.0% | +70.9% | +41.1% | +79.0% |
| 3Y | +102.3% | +78.0% | +24.3% | +63.8% |
| 5Y | +224.5% | +113.1% | +111.5% | +135.6% |
| All | +224.5% | +112.0% | +112.6% | +135.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling