+397.2%
USO vs OUST
-60.2%
+457.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +10.8% | -14.7% | -3.9% |
| 7D | -9.1% | +36.7% | -45.7% | -9.0% |
| 30D | -3.7% | -3.3% | -0.4% | -3.7% |
| 3M | +20.9% | -11.1% | +32.0% | +21.1% |
| 6M | +6.8% | +53.1% | -46.3% | +6.1% |
| YTD | +106.3% | +78.2% | +28.0% | +103.9% |
| 1Y | +100.2% | +50.0% | +50.2% | +98.4% |
| 3Y | +103.1% | +836.2% | -733.1% | +90.8% |
| 5Y | +146.1% | -50.0% | +196.1% | +148.4% |
| All | +397.2% | -60.2% | +457.5% | +408.8% |
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