+94.0%
USO vs BP
+48.4%
+45.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -1.3% |
| 7D | -2.7% | -0.8% | -1.9% | -2.1% |
| 30D | -6.3% | -3.1% | -3.2% | -3.6% |
| 3M | +10.9% | +6.2% | +4.7% | +5.7% |
| 6M | +2.0% | +4.8% | -2.8% | -1.0% |
| YTD | +104.6% | +35.2% | +69.4% | +68.0% |
| 1Y | +94.5% | +27.4% | +67.1% | +66.1% |
| All | +94.0% | +48.4% | +45.6% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling