-50.5%
USO vs BURL
+987.9%
-1,038.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.9% | +2.1% |
| 7D | -11.9% | +3.5% | -15.3% | -12.1% |
| 30D | +2.3% | -9.3% | +11.6% | +2.9% |
| 3M | +29.0% | -32.1% | +61.1% | +32.4% |
| 6M | +2.8% | -19.8% | +22.6% | +3.8% |
| YTD | +114.3% | -13.2% | +127.5% | +113.8% |
| 1Y | +108.7% | -7.8% | +116.5% | +106.6% |
| 3Y | +98.0% | +89.3% | +8.7% | +79.3% |
| 5Y | +162.1% | -15.8% | +177.9% | +155.8% |
| 10Y | +85.6% | +262.2% | -176.5% | +57.0% |
| All | -50.5% | +987.9% | -1,038.4% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling