+55.0%
USO vs COO
-15.8%
+70.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -1.3% |
| 7D | +9.5% | -2.2% | +11.7% | +7.6% |
| 30D | +23.6% | -7.0% | +30.6% | +16.7% |
| 3M | +3.8% | +12.2% | -8.4% | +20.3% |
| 6M | +55.0% | -15.1% | +70.2% | +6.6% |
| All | +55.0% | -15.8% | +70.8% | +6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling