+102.1%
USO vs BTI
+108.0%
-5.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.0% | +4.6% | +5.7% |
| 7D | +11.5% | -2.0% | +13.4% | +11.2% |
| 30D | +24.1% | -3.4% | +27.5% | +23.6% |
| 3M | +17.9% | -9.0% | +26.9% | +17.0% |
| 6M | +49.6% | -5.0% | +54.6% | +49.1% |
| YTD | +129.0% | -0.3% | +129.3% | +127.7% |
| 1Y | +112.0% | +3.1% | +108.9% | +110.9% |
| All | +102.1% | +108.0% | -5.9% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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