+91.4%
USO vs BWA
+67.1%
+24.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +2.6% |
| 7D | +6.2% | +0.1% | +6.1% | +6.3% |
| 30D | +19.1% | -5.6% | +24.7% | +18.7% |
| 3M | +14.2% | -10.7% | +24.9% | +13.5% |
| 6M | +43.7% | +23.2% | +20.6% | +46.4% |
| YTD | +116.8% | +46.0% | +70.9% | +118.0% |
| 1Y | +104.3% | +51.2% | +53.2% | +104.9% |
| All | +91.4% | +67.1% | +24.2% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling