+99.8%
USO vs BTSG
+421.3%
-321.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.1% | +3.0% |
| 7D | +3.6% | +5.7% | -2.2% | +3.9% |
| 30D | +23.8% | +0.2% | +23.6% | +23.8% |
| 3M | +8.1% | +5.6% | +2.4% | +8.3% |
| 6M | +34.3% | +50.8% | -16.5% | +35.5% |
| YTD | +111.1% | +67.0% | +44.1% | +112.3% |
| 1Y | +99.9% | +145.5% | -45.6% | +98.5% |
| All | +99.8% | +421.3% | -321.6% | +94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling