+91.4%
USO vs OSCR
+75.7%
+15.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +9.5% | +5.8% | +3.6% | +9.9% |
| 30D | +23.6% | +7.1% | +16.5% | +24.4% |
| 3M | +3.8% | +36.7% | -32.8% | +6.2% |
| 6M | +55.0% | +114.3% | -59.2% | +65.7% |
| YTD | +105.3% | +124.4% | -19.2% | +118.7% |
| 1Y | +91.4% | +75.5% | +15.9% | +105.6% |
| All | +91.4% | +75.7% | +15.6% | +105.6% |
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