+201.6%
USO vs BTDR
+23.3%
+178.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.4% | +2.7% |
| 7D | +6.2% | +14.8% | -8.6% | +6.5% |
| 30D | +19.1% | +41.8% | -22.7% | +19.8% |
| 3M | +14.2% | -29.2% | +43.4% | +14.2% |
| 6M | +43.7% | +66.2% | -22.4% | +44.1% |
| YTD | +116.8% | +10.0% | +106.9% | +118.0% |
| 1Y | +104.3% | -11.0% | +115.3% | +105.4% |
| 3Y | +91.5% | +6.9% | +84.6% | +90.9% |
| 5Y | +214.1% | +24.7% | +189.4% | +221.2% |
| All | +201.6% | +23.3% | +178.3% | +205.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling