+98.1%
USO vs OVV
+34.1%
+64.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.5% |
| 7D | -12.1% | -16.7% | +4.6% | -1.6% |
| 30D | +3.1% | -1.5% | +4.6% | +4.3% |
| 3M | +24.9% | +1.6% | +23.3% | +24.0% |
| 6M | +10.8% | +2.0% | +8.8% | +10.2% |
| YTD | +114.6% | +56.8% | +57.8% | +72.3% |
| 1Y | +109.4% | +64.8% | +44.5% | +63.7% |
| 3Y | +98.1% | +38.3% | +59.9% | +63.3% |
| All | +98.1% | +34.1% | +64.0% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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