-73.9%
USO vs BN
+892.1%
-966.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +9.5% | -2.5% | +11.9% | +10.3% |
| 30D | +23.6% | -9.5% | +33.1% | +27.5% |
| 3M | +3.8% | -10.4% | +14.2% | +7.0% |
| 6M | +55.0% | -6.4% | +61.4% | +54.6% |
| YTD | +105.3% | -11.9% | +117.1% | +107.9% |
| 1Y | +91.4% | -8.6% | +100.0% | +90.3% |
| 3Y | +84.6% | +77.6% | +7.0% | +36.0% |
| 5Y | +191.7% | +37.0% | +154.7% | +130.4% |
| 10Y | +73.3% | +266.4% | -193.1% | -11.2% |
| All | -73.9% | +892.1% | -966.0% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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