+146.1%
USO vs COO
-40.8%
+186.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.5% | -6.4% | -3.7% |
| 7D | -9.1% | +4.3% | -13.3% | -8.8% |
| 30D | -3.7% | +17.6% | -21.3% | -2.9% |
| 3M | +20.9% | -13.9% | +34.8% | +20.7% |
| 6M | +6.8% | +6.6% | +0.2% | +7.0% |
| YTD | +106.3% | -22.0% | +128.3% | +107.9% |
| 1Y | +100.2% | -8.8% | +109.0% | +99.9% |
| 3Y | +103.1% | -21.5% | +124.6% | +101.9% |
| 5Y | +146.1% | -41.0% | +187.1% | +150.9% |
| All | +146.1% | -40.8% | +186.9% | +150.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling