-74.0%
USO vs BP
+81.8%
-155.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -1.0% |
| 7D | -2.7% | -0.8% | -1.9% | -2.3% |
| 30D | -6.3% | -3.1% | -3.2% | -4.3% |
| 3M | +10.9% | +6.2% | +4.7% | +7.1% |
| 6M | +2.0% | +4.8% | -2.8% | +0.2% |
| YTD | +104.6% | +35.2% | +69.4% | +72.8% |
| 1Y | +94.5% | +27.4% | +67.1% | +70.2% |
| 3Y | +97.1% | +49.8% | +47.3% | +54.7% |
| 5Y | +151.6% | +109.4% | +42.2% | +59.9% |
| 10Y | +81.0% | +135.7% | -54.7% | +3.4% |
| All | -74.0% | +81.8% | -155.8% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling