+102.1%
USO vs OXY
-1.7%
+103.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.4% | +5.4% |
| 7D | +11.5% | +1.4% | +10.1% | +10.3% |
| 30D | +24.1% | +4.0% | +20.1% | +20.6% |
| 3M | +17.9% | +7.6% | +10.3% | +12.2% |
| 6M | +49.6% | +16.2% | +33.4% | +37.5% |
| YTD | +129.0% | +50.8% | +78.2% | +77.4% |
| 1Y | +112.0% | +34.7% | +77.3% | +75.8% |
| All | +102.1% | -1.7% | +103.7% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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