+504.9%
ABBV vs USO
+86.2%
+418.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.0% |
| 7D | +0.3% | +9.1% | -8.9% | -0.5% |
| 30D | +3.4% | +21.7% | -18.3% | +1.7% |
| 3M | +15.2% | +20.2% | -5.0% | +13.2% |
| 6M | +14.7% | +43.4% | -28.7% | +10.3% |
| YTD | +15.2% | +124.0% | -108.8% | +5.8% |
| 1Y | +20.4% | +112.2% | -91.8% | +11.0% |
| 3Y | +91.3% | +97.7% | -6.3% | +76.0% |
| 5Y | +189.6% | +217.4% | -27.8% | +145.2% |
| All | +504.9% | +86.2% | +418.7% | +458.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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