+393.1%
USO vs OUST
-60.6%
+453.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.7% | +14.0% | -16.7% | -2.7% |
| 30D | -6.3% | +2.5% | -8.9% | -6.3% |
| 3M | +10.9% | -15.3% | +26.2% | +11.0% |
| 6M | +2.0% | +42.6% | -40.6% | +1.4% |
| YTD | +104.6% | +76.6% | +27.9% | +102.2% |
| 1Y | +94.5% | +54.1% | +40.5% | +92.6% |
| 3Y | +97.1% | +675.3% | -578.2% | +85.7% |
| 5Y | +151.6% | -45.1% | +196.7% | +152.6% |
| All | +393.1% | -60.6% | +453.7% | +404.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling