-73.9%
USO vs USB
+296.5%
-370.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +9.5% | +1.4% | +8.0% | +9.0% |
| 30D | +23.6% | -1.3% | +24.9% | +23.9% |
| 3M | +3.8% | +15.2% | -11.4% | -0.1% |
| 6M | +55.0% | +18.8% | +36.2% | +47.2% |
| YTD | +105.3% | +21.0% | +84.3% | +93.5% |
| 1Y | +91.4% | +34.0% | +57.4% | +75.4% |
| 3Y | +84.6% | +95.3% | -10.8% | +49.9% |
| 5Y | +191.7% | +40.4% | +151.4% | +153.0% |
| 10Y | +73.3% | +107.3% | -34.0% | +31.8% |
| All | -73.9% | +296.5% | -370.4% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling