+97.7%
USO vs BNS
+130.5%
-32.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.0% |
| 7D | +9.1% | -0.4% | +9.5% | +9.0% |
| 30D | +21.7% | +3.5% | +18.2% | +23.3% |
| 3M | +20.2% | +14.1% | +6.2% | +25.2% |
| 6M | +43.4% | +33.8% | +9.6% | +55.0% |
| YTD | +124.0% | +29.5% | +94.5% | +141.8% |
| 1Y | +112.2% | +48.4% | +63.8% | +129.9% |
| 3Y | +97.7% | +129.6% | -31.9% | +108.0% |
| All | +97.7% | +130.5% | -32.8% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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