-73.2%
USO vs BHP
+533.4%
-606.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.1% | +2.2% |
| 7D | +3.6% | +1.3% | +2.3% | +3.0% |
| 30D | +23.8% | +4.0% | +19.8% | +21.6% |
| 3M | +8.1% | +12.3% | -4.3% | +1.7% |
| 6M | +34.3% | +30.8% | +3.4% | +15.6% |
| YTD | +111.1% | +58.8% | +52.4% | +65.6% |
| 1Y | +99.9% | +76.8% | +23.1% | +48.7% |
| 3Y | +86.5% | +87.5% | -1.0% | +30.7% |
| 5Y | +200.5% | +123.9% | +76.6% | +87.0% |
| 10Y | +66.5% | +504.4% | -437.8% | -35.4% |
| All | -73.2% | +533.4% | -606.6% | -90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling