-83.1%
USO vs BTG
+385.9%
-469.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.5% |
| 7D | +6.2% | +2.4% | +3.8% | +6.0% |
| 30D | +19.1% | +9.5% | +9.6% | +17.9% |
| 3M | +14.2% | +38.5% | -24.3% | +10.0% |
| 6M | +43.7% | +5.6% | +38.1% | +41.1% |
| YTD | +116.8% | +23.9% | +92.9% | +108.3% |
| 1Y | +104.3% | +32.1% | +72.2% | +94.0% |
| 3Y | +91.5% | +103.2% | -11.7% | +71.0% |
| 5Y | +214.1% | +79.7% | +134.3% | +181.2% |
| 10Y | +77.0% | +159.1% | -82.1% | +45.2% |
| All | -83.1% | +385.9% | -469.0% | -90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling