+97.9%
USO vs BURL
+89.8%
+8.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.9% | +1.7% |
| 7D | -11.9% | +3.5% | -15.3% | -11.6% |
| 30D | +2.3% | -9.3% | +11.6% | +1.9% |
| 3M | +29.0% | -32.1% | +61.1% | +27.6% |
| 6M | +2.8% | -19.8% | +22.6% | +2.2% |
| YTD | +114.3% | -13.2% | +127.5% | +111.1% |
| 1Y | +108.7% | -7.8% | +116.5% | +104.3% |
| All | +97.9% | +89.8% | +8.1% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling