+102.2%
USO vs OSCR
+104.5%
-2.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +8.6% | -16.6% | -7.1% |
| 7D | -12.7% | +15.5% | -28.2% | -11.2% |
| 30D | +1.0% | +8.5% | -7.6% | +2.1% |
| 3M | +25.6% | +15.8% | +9.8% | +28.1% |
| 6M | -1.5% | +89.5% | -91.0% | +5.1% |
| YTD | +110.3% | +144.9% | -34.6% | +129.9% |
| 1Y | +102.2% | +105.1% | -2.9% | +121.7% |
| All | +102.2% | +104.5% | -2.3% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 1y: compounded portfolio wealth divided by compounded OSCR 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…
1y analysis · Full analysis span regression · 6 months rolling