+200.5%
USO vs COO
-39.5%
+240.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.7% | +5.6% | +2.8% |
| 7D | +3.6% | -2.3% | +5.9% | +3.5% |
| 30D | +23.8% | -8.8% | +32.6% | +23.6% |
| 3M | +8.1% | +1.3% | +6.7% | +8.1% |
| 6M | +34.3% | -11.6% | +45.8% | +34.9% |
| YTD | +111.1% | -17.4% | +128.6% | +112.8% |
| 1Y | +99.9% | -1.6% | +101.5% | +99.2% |
| 3Y | +86.5% | -22.6% | +109.1% | +86.7% |
| 5Y | +200.5% | -40.3% | +240.9% | +204.0% |
| All | +200.5% | -39.5% | +240.0% | +204.0% |
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