+102.2%
USO vs COO
-7.7%
+109.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.9% | -14.0% | -5.4% |
| 7D | -12.7% | +8.4% | -21.1% | -9.1% |
| 30D | +1.0% | +13.5% | -12.5% | +7.1% |
| 3M | +25.6% | -13.8% | +39.3% | +17.3% |
| 6M | -1.5% | +4.7% | -6.2% | +3.9% |
| YTD | +110.3% | -21.4% | +131.7% | +98.1% |
| 1Y | +102.2% | -6.7% | +108.9% | +91.3% |
| All | +102.2% | -7.7% | +109.8% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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