+213.1%
USO vs BTG
+78.0%
+135.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | +9.1% | -3.8% | +12.9% | +9.4% |
| 30D | +21.7% | +3.6% | +18.0% | +21.2% |
| 3M | +20.2% | +32.0% | -11.8% | +17.0% |
| 6M | +43.4% | +3.4% | +40.0% | +42.3% |
| YTD | +124.0% | +20.8% | +103.2% | +115.0% |
| 1Y | +112.2% | +22.4% | +89.8% | +101.3% |
| 3Y | +97.7% | +91.7% | +5.9% | +67.4% |
| All | +213.1% | +78.0% | +135.0% | +178.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 5y: compounded portfolio wealth divided by compounded BTG 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…
5y analysis · Full analysis span regression · 6 months rolling