-73.9%
USO vs OVV
-17.7%
-56.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.7% |
| 7D | +9.5% | +0.3% | +9.2% | +9.3% |
| 30D | +23.6% | +11.7% | +11.8% | +18.0% |
| 3M | +3.8% | +9.8% | -6.0% | +0.2% |
| 6M | +55.0% | +26.6% | +28.5% | +41.8% |
| YTD | +105.3% | +67.0% | +38.2% | +67.0% |
| 1Y | +91.4% | +55.9% | +35.4% | +59.9% |
| 3Y | +84.6% | +45.5% | +39.1% | +54.4% |
| 5Y | +191.7% | +157.3% | +34.4% | +81.4% |
| 10Y | +73.3% | +65.0% | +8.3% | -16.9% |
| All | -73.9% | -17.7% | -56.2% | -85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling