+84.4%
USO vs BURL
+232.1%
-147.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.2% | -0.1% |
| 7D | -1.9% | -1.6% | -0.3% | -1.8% |
| 30D | -5.2% | -7.7% | +2.6% | -4.8% |
| 3M | +16.4% | -31.7% | +48.1% | +19.5% |
| 6M | +2.5% | -15.2% | +17.7% | +3.0% |
| YTD | +110.5% | -15.9% | +126.4% | +110.2% |
| 1Y | +108.4% | -14.2% | +122.6% | +107.3% |
| 3Y | +99.6% | +93.5% | +6.1% | +77.9% |
| 5Y | +160.1% | -9.9% | +169.9% | +151.3% |
| All | +84.4% | +232.1% | -147.7% | +69.2% |
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