+102.2%
USO vs BURL
-4.6%
+106.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +7.7% | -15.8% | -5.6% |
| 7D | -12.7% | +10.4% | -23.1% | -9.7% |
| 30D | +1.0% | -4.9% | +5.9% | 0.0% |
| 3M | +25.6% | -29.8% | +55.3% | +14.1% |
| 6M | -1.5% | -16.5% | +15.0% | -4.2% |
| YTD | +110.3% | -10.5% | +120.8% | +101.0% |
| 1Y | +102.2% | -5.3% | +107.5% | +91.4% |
| All | +102.2% | -4.6% | +106.7% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling