+111.9%
USO vs BTSG
+389.4%
-277.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.1% |
| 7D | +9.1% | -3.3% | +12.4% | +8.9% |
| 30D | +21.7% | -1.6% | +23.3% | +21.6% |
| 3M | +20.2% | -6.9% | +27.1% | +19.8% |
| 6M | +43.4% | +42.1% | +1.3% | +44.2% |
| YTD | +124.0% | +56.8% | +67.2% | +124.4% |
| 1Y | +112.2% | +109.8% | +2.4% | +110.6% |
| All | +111.9% | +389.4% | -277.5% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling