-73.2%
USO vs BN
+910.2%
-983.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.2% |
| 7D | -1.9% | -1.0% | -0.9% | -1.7% |
| 30D | -5.2% | +14.0% | -19.2% | -9.8% |
| 3M | +16.4% | -9.0% | +25.4% | +18.9% |
| 6M | +2.5% | -8.8% | +11.3% | +3.7% |
| YTD | +110.5% | -10.3% | +120.8% | +110.1% |
| 1Y | +108.4% | -5.8% | +114.2% | +104.2% |
| 3Y | +99.6% | +94.8% | +4.9% | +41.8% |
| 5Y | +160.1% | +31.5% | +128.6% | +108.0% |
| 10Y | +86.3% | +291.9% | -205.7% | -7.8% |
| All | -73.2% | +910.2% | -983.4% | -92.4% |
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