+94.5%
USO vs OUST
+50.6%
+43.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.7% | +14.0% | -16.7% | -1.4% |
| 30D | -6.3% | +2.5% | -8.9% | -5.4% |
| 3M | +10.9% | -15.3% | +26.2% | +11.0% |
| 6M | +2.0% | +42.6% | -40.6% | +9.5% |
| YTD | +104.6% | +76.6% | +27.9% | +122.5% |
| 1Y | +94.5% | +54.1% | +40.5% | +112.7% |
| All | +94.5% | +50.6% | +43.9% | +112.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling