-73.8%
USO vs COO
+387.6%
-461.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.5% | -6.4% | -4.3% |
| 7D | -9.1% | +4.3% | -13.3% | -9.8% |
| 30D | -3.7% | +17.6% | -21.3% | -6.4% |
| 3M | +20.9% | -13.9% | +34.8% | +23.1% |
| 6M | +6.8% | +6.6% | +0.2% | +4.4% |
| YTD | +106.3% | -22.0% | +128.3% | +111.9% |
| 1Y | +100.2% | -8.8% | +109.0% | +99.5% |
| 3Y | +103.1% | -21.5% | +124.6% | +103.4% |
| 5Y | +146.1% | -41.0% | +187.1% | +157.2% |
| 10Y | +73.5% | +40.9% | +32.6% | +51.3% |
| All | -73.8% | +387.6% | -461.4% | -86.0% |
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 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