+86.5%
USO vs BP
+36.5%
+50.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.4% | +0.8% |
| 7D | +3.6% | +0.9% | +2.6% | +2.7% |
| 30D | +23.8% | +9.1% | +14.6% | +15.1% |
| 3M | +8.1% | +3.9% | +4.1% | +5.2% |
| 6M | +34.3% | +13.6% | +20.6% | +24.1% |
| YTD | +111.1% | +34.0% | +77.1% | +73.8% |
| 1Y | +99.9% | +39.2% | +60.8% | +59.9% |
| 3Y | +86.5% | +36.4% | +50.1% | +49.3% |
| All | +86.5% | +36.5% | +50.0% | +49.3% |
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