-51.4%
USO vs BUD
+217.8%
-269.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.6% |
| 7D | -1.9% | +1.0% | -2.9% | -2.2% |
| 30D | -5.2% | +6.7% | -11.9% | -7.2% |
| 3M | +16.4% | +5.7% | +10.7% | +14.1% |
| 6M | +2.5% | +5.8% | -3.3% | +0.1% |
| YTD | +110.5% | +34.4% | +76.1% | +88.9% |
| 1Y | +108.4% | +33.3% | +75.1% | +87.3% |
| 3Y | +99.6% | +48.8% | +50.8% | +68.9% |
| 5Y | +160.1% | +52.5% | +107.5% | +111.2% |
| 10Y | +86.3% | -4.0% | +90.2% | +67.6% |
| All | -51.4% | +217.8% | -269.2% | -77.2% |
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