-46.8%
USO vs CBOE
+1,020.3%
-1,067.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.8% |
| 7D | +6.2% | -0.8% | +7.0% | +6.4% |
| 30D | +19.1% | +2.7% | +16.4% | +18.4% |
| 3M | +14.2% | +0.7% | +13.5% | +13.9% |
| 6M | +43.7% | -2.0% | +45.7% | +43.3% |
| YTD | +116.8% | +17.1% | +99.7% | +109.7% |
| 1Y | +104.3% | +26.5% | +77.8% | +95.0% |
| 3Y | +91.5% | +96.1% | -4.6% | +66.2% |
| 5Y | +214.1% | +149.3% | +64.8% | +157.5% |
| 10Y | +77.0% | +386.5% | -309.5% | +29.4% |
| All | -46.8% | +1,020.3% | -1,067.1% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling