+213.1%
USO vs CBOE
+136.7%
+76.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.0% |
| 7D | +9.1% | -5.8% | +14.9% | +9.8% |
| 30D | +21.7% | -3.1% | +24.8% | +22.0% |
| 3M | +20.2% | -4.8% | +25.0% | +20.6% |
| 6M | +43.4% | -0.6% | +43.9% | +43.0% |
| YTD | +124.0% | +12.8% | +111.2% | +122.4% |
| 1Y | +112.2% | +19.8% | +92.4% | +110.4% |
| 3Y | +97.7% | +86.9% | +10.7% | +87.2% |
| All | +213.1% | +136.7% | +76.4% | +194.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 5y: compounded portfolio wealth divided by compounded CBOE 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…
5y analysis · Full analysis span regression · 6 months rolling