+82.0%
USO vs BRO
+294.2%
-212.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | +9.1% | -7.3% | +16.4% | +10.3% |
| 30D | +21.7% | -6.9% | +28.5% | +22.8% |
| 3M | +20.2% | +10.7% | +9.6% | +17.5% |
| 6M | +43.4% | -2.7% | +46.1% | +43.1% |
| YTD | +124.0% | -16.3% | +140.3% | +129.3% |
| 1Y | +112.2% | -29.1% | +141.3% | +123.7% |
| 3Y | +97.7% | -7.8% | +105.5% | +92.3% |
| 5Y | +217.4% | +18.7% | +198.7% | +176.7% |
| All | +82.0% | +294.2% | -212.3% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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