-73.9%
USO vs BLDR
+248.6%
-322.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.3% |
| 7D | +9.5% | -2.8% | +12.3% | +9.7% |
| 30D | +23.6% | -13.3% | +36.8% | +24.9% |
| 3M | +3.8% | -12.3% | +16.1% | +4.3% |
| 6M | +55.0% | -31.5% | +86.5% | +58.3% |
| YTD | +105.3% | -36.1% | +141.3% | +110.5% |
| 1Y | +91.4% | -54.1% | +145.5% | +102.3% |
| 3Y | +84.6% | -55.8% | +140.3% | +91.4% |
| 5Y | +191.7% | +20.7% | +171.0% | +165.9% |
| 10Y | +73.3% | +390.2% | -316.9% | +31.1% |
| All | -73.9% | +248.6% | -322.5% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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