-71.5%
USO vs BNY
+588.9%
-660.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +9.1% | -1.3% | +10.4% | +9.5% |
| 30D | +21.7% | -0.2% | +21.8% | +21.6% |
| 3M | +20.2% | +14.9% | +5.3% | +15.6% |
| 6M | +43.4% | +40.0% | +3.4% | +30.3% |
| YTD | +124.0% | +42.0% | +82.0% | +102.1% |
| 1Y | +112.2% | +56.9% | +55.3% | +86.2% |
| 3Y | +97.7% | +289.9% | -192.2% | +34.0% |
| 5Y | +217.4% | +259.2% | -41.8% | +116.6% |
| 10Y | +82.8% | +413.3% | -330.4% | +10.8% |
| All | -71.5% | +588.9% | -660.5% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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