+97.9%
USO vs BIYA
-99.8%
+197.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +3.6% | +2.7% | +0.8% | +3.6% |
| 30D | +23.8% | -18.7% | +42.5% | +23.9% |
| 3M | +8.1% | -72.0% | +80.1% | +9.2% |
| 6M | +34.3% | -86.4% | +120.6% | +34.3% |
| YTD | +111.1% | -94.2% | +205.3% | +112.4% |
| 1Y | +99.9% | -98.4% | +198.4% | +103.2% |
| All | +97.9% | -99.8% | +197.7% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 3y: compounded portfolio wealth divided by compounded BIYA 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…
3y analysis · Full analysis span regression · 6 months rolling