+82.0%
USO vs BP
+137.7%
-55.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +9.1% | +5.2% | +3.9% | +5.4% |
| 30D | +21.7% | +8.7% | +13.0% | +15.0% |
| 3M | +20.2% | +9.3% | +10.9% | +13.9% |
| 6M | +43.4% | +13.6% | +29.8% | +33.8% |
| YTD | +124.0% | +37.7% | +86.3% | +84.0% |
| 1Y | +112.2% | +40.6% | +71.6% | +71.7% |
| 3Y | +97.7% | +40.3% | +57.3% | +58.3% |
| 5Y | +217.4% | +141.4% | +76.0% | +77.7% |
| All | +82.0% | +137.7% | -55.7% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling