+417.3%
USO vs OUST
-64.1%
+481.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +14.0% | -13.9% | +0.1% |
| 7D | -12.1% | +17.0% | -29.1% | -12.1% |
| 30D | +3.1% | -16.5% | +19.6% | +3.2% |
| 3M | +24.9% | -23.7% | +48.5% | +25.0% |
| 6M | +10.8% | +18.4% | -7.6% | +10.2% |
| YTD | +114.6% | +60.8% | +53.8% | +112.0% |
| 1Y | +109.4% | +44.2% | +65.2% | +107.2% |
| 3Y | +98.1% | +668.1% | -570.0% | +86.4% |
| 5Y | +162.4% | -48.8% | +211.3% | +163.1% |
| All | +417.3% | -64.1% | +481.4% | +429.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling