+108.4%
USO vs COO
-12.3%
+120.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | 0.0% |
| 7D | -1.9% | +0.5% | -2.4% | -1.6% |
| 30D | -5.2% | +14.2% | -19.4% | +0.9% |
| 3M | +16.4% | -18.2% | +34.6% | +6.0% |
| 6M | +2.5% | +5.3% | -2.9% | +9.5% |
| YTD | +110.5% | -23.6% | +134.1% | +96.0% |
| 1Y | +108.4% | -12.7% | +121.1% | +91.6% |
| All | +108.4% | -12.3% | +120.7% | +91.6% |
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