+81.0%
USO vs BURL
+251.7%
-170.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.8% |
| 7D | -10.6% | +5.9% | -16.4% | -11.0% |
| 30D | -4.6% | -8.3% | +3.8% | -4.1% |
| 3M | +12.3% | -31.6% | +44.0% | +15.4% |
| 6M | +5.9% | -16.6% | +22.5% | +6.6% |
| YTD | +104.5% | -12.1% | +116.6% | +103.7% |
| 1Y | +97.3% | -10.0% | +107.3% | +95.7% |
| 3Y | +97.0% | +94.3% | +2.7% | +75.9% |
| 5Y | +151.2% | -13.2% | +164.4% | +145.6% |
| All | +81.0% | +251.7% | -170.7% | +66.4% |
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