+82.6%
USO vs OUST
+554.0%
-471.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.1% |
| 7D | +9.5% | +5.2% | +4.2% | +9.5% |
| 30D | +23.6% | -19.3% | +42.8% | +23.5% |
| 3M | +3.8% | -22.6% | +26.5% | +3.8% |
| 6M | +55.0% | +62.8% | -7.7% | +54.2% |
| YTD | +105.3% | +68.3% | +36.9% | +103.6% |
| 1Y | +91.4% | +28.5% | +62.8% | +90.5% |
| All | +82.6% | +554.0% | -471.5% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling