+102.1%
USO vs BTDR
+0.6%
+101.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -6.5% | +12.1% | +5.5% |
| 7D | +11.5% | -3.2% | +14.7% | +11.4% |
| 30D | +24.1% | +32.7% | -8.6% | +24.7% |
| 3M | +17.9% | -28.4% | +46.3% | +17.9% |
| 6M | +49.6% | +51.7% | -2.1% | +49.4% |
| YTD | +129.0% | +2.9% | +126.2% | +129.9% |
| 1Y | +112.0% | -15.5% | +127.5% | +112.6% |
| All | +102.1% | +0.6% | +101.5% | +94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling