+205.8%
USO vs BP
+137.4%
+68.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.4% | +1.0% |
| 7D | +3.6% | +0.9% | +2.6% | +2.8% |
| 30D | +23.8% | +9.1% | +14.6% | +15.8% |
| 3M | +8.1% | +3.9% | +4.1% | +5.6% |
| 6M | +34.3% | +13.6% | +20.6% | +24.3% |
| YTD | +111.1% | +34.0% | +77.1% | +73.9% |
| 1Y | +99.9% | +39.2% | +60.8% | +60.1% |
| 3Y | +86.5% | +36.4% | +50.1% | +49.5% |
| All | +205.8% | +137.4% | +68.5% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling