+77.0%
USO vs COO
+36.7%
+40.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.2% | +8.9% | +3.6% |
| 7D | +6.2% | -9.0% | +15.2% | +7.6% |
| 30D | +19.1% | -16.8% | +35.9% | +22.2% |
| 3M | +14.2% | -7.5% | +21.7% | +15.1% |
| 6M | +43.7% | -16.3% | +60.0% | +46.8% |
| YTD | +116.8% | -22.5% | +139.4% | +124.3% |
| 1Y | +104.3% | -7.0% | +111.3% | +103.1% |
| 3Y | +91.5% | -27.5% | +119.0% | +95.3% |
| 5Y | +214.1% | -43.3% | +257.4% | +237.5% |
| 10Y | +77.0% | +37.6% | +39.4% | +82.3% |
| All | +77.0% | +36.7% | +40.3% | +82.3% |
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 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