+82.1%
USO vs COO
-22.0%
+104.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.3% |
| 7D | +9.5% | -2.2% | +11.7% | +9.2% |
| 30D | +23.6% | -7.0% | +30.6% | +22.6% |
| 3M | +3.8% | +12.2% | -8.4% | +5.2% |
| 6M | +55.0% | -15.1% | +70.2% | +55.8% |
| YTD | +105.3% | -15.1% | +120.4% | +106.2% |
| 1Y | +91.4% | +2.3% | +89.0% | +91.6% |
| All | +82.1% | -22.0% | +104.1% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling