+114.6%
USO vs BIYA
-99.8%
+214.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.9% | +4.7% | +5.6% |
| 7D | +11.5% | -1.3% | +12.8% | +11.5% |
| 30D | +24.1% | -15.9% | +40.0% | +24.2% |
| 3M | +17.9% | -81.2% | +99.2% | +20.2% |
| 6M | +49.6% | -88.2% | +137.9% | +50.1% |
| YTD | +129.0% | -94.1% | +223.1% | +130.3% |
| 1Y | +112.0% | -98.7% | +210.6% | +115.8% |
| All | +114.6% | -99.8% | +214.4% | +118.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling