+160.0%
USO vs OUST
-49.1%
+209.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +14.0% | -13.9% | +0.2% |
| 7D | -12.1% | +17.0% | -29.1% | -12.0% |
| 30D | +3.1% | -16.5% | +19.6% | +3.1% |
| 3M | +24.9% | -23.7% | +48.5% | +24.9% |
| 6M | +10.8% | +18.4% | -7.6% | +10.6% |
| YTD | +114.6% | +60.8% | +53.8% | +113.4% |
| 1Y | +109.4% | +44.2% | +65.2% | +108.4% |
| 3Y | +98.1% | +668.1% | -570.0% | +91.3% |
| All | +160.0% | -49.1% | +209.0% | +159.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling