+160.0%
USO vs OVV
+84.0%
+75.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.5% |
| 7D | -12.1% | -16.7% | +4.6% | -3.3% |
| 30D | +3.1% | -1.5% | +4.6% | +4.1% |
| 3M | +24.9% | +1.6% | +23.3% | +24.2% |
| 6M | +10.8% | +2.0% | +8.8% | +10.4% |
| YTD | +114.6% | +56.8% | +57.8% | +75.6% |
| 1Y | +109.4% | +64.8% | +44.5% | +67.2% |
| 3Y | +98.1% | +38.3% | +59.9% | +66.1% |
| All | +160.0% | +84.0% | +75.9% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling