-73.9%
USO vs BWA
+539.0%
-612.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.8% | -0.8% |
| 7D | +9.5% | +5.7% | +3.8% | +8.0% |
| 30D | +23.6% | +1.4% | +22.2% | +23.0% |
| 3M | +3.8% | -12.1% | +15.9% | +6.6% |
| 6M | +55.0% | +28.6% | +26.5% | +42.9% |
| YTD | +105.3% | +51.1% | +54.2% | +79.2% |
| 1Y | +91.4% | +55.9% | +35.5% | +65.1% |
| 3Y | +84.6% | +70.1% | +14.4% | +50.9% |
| 5Y | +191.7% | +90.7% | +101.1% | +124.2% |
| 10Y | +73.3% | +154.0% | -80.7% | +15.6% |
| All | -73.9% | +539.0% | -612.9% | -87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling