+76.1%
USO vs COO
+38.3%
+37.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.8% |
| 7D | -10.6% | +4.5% | -15.1% | -11.1% |
| 30D | -4.6% | +16.9% | -21.5% | -6.5% |
| 3M | +12.3% | -16.7% | +29.0% | +14.7% |
| 6M | +5.9% | +5.9% | -0.1% | +3.9% |
| YTD | +104.5% | -22.4% | +127.0% | +110.7% |
| 1Y | +97.3% | -10.1% | +107.4% | +97.1% |
| 3Y | +97.0% | -22.8% | +119.8% | +97.1% |
| 5Y | +151.2% | -41.4% | +192.6% | +166.1% |
| 10Y | +76.1% | +41.3% | +34.9% | +82.8% |
| All | +76.1% | +38.3% | +37.8% | +82.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling