+70.8%
USO vs BURL
+215.5%
-144.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.3% |
| 7D | +9.5% | -2.8% | +12.2% | +9.7% |
| 30D | +23.6% | -28.2% | +51.7% | +26.7% |
| 3M | +3.8% | -17.6% | +21.4% | +5.1% |
| 6M | +55.0% | -11.8% | +66.8% | +55.0% |
| YTD | +105.3% | -8.1% | +113.4% | +104.2% |
| 1Y | +91.4% | -12.0% | +103.3% | +90.7% |
| 3Y | +84.6% | +63.3% | +21.3% | +68.7% |
| 5Y | +191.7% | -10.8% | +202.6% | +185.3% |
| All | +70.8% | +215.5% | -144.7% | +44.4% |
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