-73.2%
USO vs OXY
+121.3%
-194.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.4% |
| 7D | +3.6% | -0.5% | +4.1% | +3.8% |
| 30D | +23.8% | +8.5% | +15.3% | +19.1% |
| 3M | +8.1% | +6.0% | +2.0% | +5.6% |
| 6M | +34.3% | +13.0% | +21.3% | +28.4% |
| YTD | +111.1% | +48.9% | +62.3% | +76.2% |
| 1Y | +99.9% | +36.4% | +63.5% | +73.7% |
| 3Y | +86.5% | -2.3% | +88.8% | +88.8% |
| 5Y | +200.5% | +160.6% | +39.9% | +80.6% |
| 10Y | +66.5% | +2.0% | +64.6% | +24.9% |
| All | -73.2% | +121.3% | -194.5% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling