-73.9%
USO vs BP
+75.9%
-149.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.4% |
| 7D | +9.5% | +3.9% | +5.5% | +6.9% |
| 30D | +23.6% | +7.6% | +16.0% | +18.2% |
| 3M | +3.8% | +0.7% | +3.1% | +4.1% |
| 6M | +55.0% | +15.5% | +39.6% | +44.3% |
| YTD | +105.3% | +30.8% | +74.4% | +76.5% |
| 1Y | +91.4% | +34.3% | +57.1% | +61.8% |
| 3Y | +84.6% | +35.1% | +49.5% | +54.0% |
| 5Y | +191.7% | +126.8% | +64.9% | +76.3% |
| 10Y | +73.3% | +123.4% | -50.1% | +2.1% |
| All | -73.9% | +75.9% | -149.8% | -83.8% |
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