+416.6%
USO vs OUST
-68.5%
+485.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -9.0% | +10.9% | +1.9% |
| 7D | -11.9% | -5.0% | -6.8% | -11.9% |
| 30D | +2.3% | -32.0% | +34.3% | +2.4% |
| 3M | +29.0% | -32.4% | +61.4% | +29.2% |
| 6M | +2.8% | +6.7% | -3.9% | +2.2% |
| YTD | +114.3% | +41.0% | +73.3% | +111.7% |
| 1Y | +108.7% | +18.0% | +90.7% | +106.7% |
| 3Y | +98.0% | +560.6% | -462.6% | +86.3% |
| 5Y | +162.1% | -55.1% | +217.2% | +162.7% |
| All | +416.6% | -68.5% | +485.1% | +428.5% |
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