+82.0%
USO vs BR
+189.7%
-107.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +9.1% | -3.0% | +12.1% | +9.7% |
| 30D | +21.7% | -0.3% | +22.0% | +21.6% |
| 3M | +20.2% | +17.3% | +2.9% | +16.3% |
| 6M | +43.4% | -6.7% | +50.1% | +44.6% |
| YTD | +124.0% | -23.4% | +147.4% | +134.7% |
| 1Y | +112.2% | -32.7% | +144.9% | +128.2% |
| 3Y | +97.7% | -5.9% | +103.6% | +94.2% |
| 5Y | +217.4% | +8.4% | +209.0% | +196.7% |
| All | +82.0% | +189.7% | -107.7% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling