+82.0%
USO vs BIIB
-26.2%
+108.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.2% |
| 7D | +9.1% | -1.7% | +10.8% | +9.2% |
| 30D | +21.7% | +4.0% | +17.7% | +21.3% |
| 3M | +20.2% | +8.6% | +11.6% | +19.4% |
| 6M | +43.4% | +14.0% | +29.4% | +41.7% |
| YTD | +124.0% | +23.4% | +100.6% | +119.6% |
| 1Y | +112.2% | +45.9% | +66.3% | +105.1% |
| 3Y | +97.7% | -16.1% | +113.8% | +98.4% |
| 5Y | +217.4% | -27.6% | +245.0% | +220.0% |
| All | +82.0% | -26.2% | +108.2% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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