-74.0%
USO vs COO
+380.0%
-454.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -2.7% | -2.3% | -0.4% | -2.4% |
| 30D | -6.3% | +13.3% | -19.6% | -8.3% |
| 3M | +10.9% | -18.1% | +28.9% | +13.8% |
| 6M | +2.0% | +6.7% | -4.7% | -0.3% |
| YTD | +104.6% | -23.2% | +127.8% | +110.7% |
| 1Y | +94.5% | -12.3% | +106.8% | +95.2% |
| 3Y | +97.1% | -23.6% | +120.6% | +98.3% |
| 5Y | +151.6% | -38.7% | +190.3% | +160.6% |
| 10Y | +81.0% | +42.2% | +38.8% | +57.5% |
| All | -74.0% | +380.0% | -454.0% | -86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling