-62.6%
USO vs BR
+1,281.7%
-1,344.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | +6.2% | -5.0% | +11.3% | +7.6% |
| 30D | +19.1% | -2.5% | +21.6% | +19.7% |
| 3M | +14.2% | +13.5% | +0.7% | +9.8% |
| 6M | +43.7% | -9.4% | +53.2% | +46.1% |
| YTD | +116.8% | -23.3% | +140.1% | +129.8% |
| 1Y | +104.3% | -31.6% | +135.9% | +123.1% |
| 3Y | +91.5% | -5.1% | +96.6% | +87.5% |
| 5Y | +214.1% | +8.2% | +205.9% | +190.3% |
| 10Y | +77.0% | +189.8% | -112.8% | +17.2% |
| All | -62.6% | +1,281.7% | -1,344.3% | -86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling