+82.6%
USO vs USB
+92.8%
-10.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -12.1% | 0.0% | -12.1% | -12.2% |
| 30D | +3.1% | +5.8% | -2.7% | +1.6% |
| 3M | +24.9% | -6.0% | +30.8% | +26.4% |
| 6M | +10.8% | +7.8% | +3.0% | +7.9% |
| YTD | +114.6% | +14.6% | +100.0% | +104.2% |
| 1Y | +109.4% | +31.8% | +77.6% | +91.5% |
| 3Y | +98.1% | +91.5% | +6.6% | +58.4% |
| 5Y | +162.4% | +22.0% | +140.4% | +135.2% |
| All | +82.6% | +92.8% | -10.3% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling