+195.5%
USO vs OUST
-56.2%
+251.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +54.3% |
| YTD | +105.3% | +68.3% | +36.9% | +103.9% |
| 1Y | +91.4% | +28.5% | +62.8% | +90.5% |
| 3Y | +84.6% | +554.0% | -469.5% | +78.1% |
| All | +195.5% | -56.2% | +251.7% | +204.3% |
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