+85.0%
USO vs BURL
+244.4%
-159.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.0% | +3.4% |
| 7D | -1.4% | +0.4% | -1.9% | -1.5% |
| 30D | -4.6% | -4.3% | -0.2% | -4.4% |
| 3M | +14.7% | -28.8% | +43.5% | +17.5% |
| 6M | +1.2% | -12.8% | +14.0% | +1.5% |
| YTD | +111.2% | -12.8% | +124.0% | +110.4% |
| 1Y | +109.3% | -12.3% | +121.6% | +108.0% |
| 3Y | +103.5% | +92.7% | +10.8% | +81.7% |
| 5Y | +160.9% | -6.5% | +167.5% | +151.6% |
| All | +85.0% | +244.4% | -159.4% | +69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling