+211.5%
USO vs BTDR
+19.6%
+191.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.7% | -5.9% | -2.1% |
| 7D | +9.1% | -3.4% | +12.5% | +9.1% |
| 30D | +21.7% | +32.6% | -10.9% | +22.3% |
| 3M | +20.2% | -32.2% | +52.5% | +20.2% |
| 6M | +43.4% | +52.4% | -9.0% | +43.7% |
| YTD | +124.0% | +6.7% | +117.3% | +125.1% |
| 1Y | +112.2% | -15.2% | +127.4% | +113.3% |
| 3Y | +97.7% | +14.9% | +82.8% | +97.3% |
| 5Y | +217.4% | +20.8% | +196.6% | +224.3% |
| All | +211.5% | +19.6% | +191.9% | +215.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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