-52.6%
USO vs BUD
+201.1%
-253.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +9.5% | +0.3% | +9.2% | +9.4% |
| 30D | +23.6% | -5.7% | +29.2% | +25.4% |
| 3M | +3.8% | +3.1% | +0.7% | +2.5% |
| 6M | +55.0% | +7.9% | +47.2% | +49.7% |
| YTD | +105.3% | +27.3% | +77.9% | +87.7% |
| 1Y | +91.4% | +37.8% | +53.6% | +70.2% |
| 3Y | +84.6% | +49.8% | +34.7% | +55.2% |
| 5Y | +191.7% | +43.8% | +147.9% | +141.1% |
| 10Y | +73.3% | -22.6% | +95.9% | +70.3% |
| All | -52.6% | +201.1% | -253.7% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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