+112.0%
USO vs BWA
+54.1%
+57.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +4.9% | +5.8% |
| 7D | +11.5% | -0.1% | +11.5% | +11.5% |
| 30D | +24.1% | -5.5% | +29.6% | +22.6% |
| 3M | +17.9% | -7.6% | +25.5% | +16.0% |
| 6M | +49.6% | +25.0% | +24.6% | +63.6% |
| YTD | +129.0% | +47.0% | +82.1% | +150.4% |
| 1Y | +112.0% | +54.0% | +58.0% | +132.4% |
| All | +112.0% | +54.1% | +57.9% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling