+393.0%
USO vs OUST
-60.6%
+453.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -10.6% | +31.9% | -42.5% | -10.5% |
| 30D | -4.6% | -4.2% | -0.3% | -4.5% |
| 3M | +12.3% | -9.3% | +21.6% | +12.4% |
| 6M | +5.9% | +51.7% | -45.8% | +5.2% |
| YTD | +104.5% | +76.6% | +27.9% | +102.1% |
| 1Y | +97.3% | +48.9% | +48.4% | +95.5% |
| 3Y | +97.0% | +675.3% | -578.2% | +85.7% |
| 5Y | +151.2% | -44.0% | +195.2% | +151.8% |
| All | +393.0% | -60.6% | +453.6% | +404.5% |
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