+116.7%
USO vs BTSG
+382.3%
-265.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -6.6% | +12.2% | +5.2% |
| 7D | +11.5% | -5.8% | +17.2% | +11.1% |
| 30D | +24.1% | 0.0% | +24.1% | +24.1% |
| 3M | +17.9% | -4.5% | +22.4% | +17.6% |
| 6M | +49.6% | +40.0% | +9.6% | +50.3% |
| YTD | +129.0% | +54.6% | +74.5% | +129.3% |
| 1Y | +112.0% | +106.1% | +5.9% | +110.2% |
| All | +116.7% | +382.3% | -265.7% | +109.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling