+15.9%
ABNB vs USO
+397.4%
-381.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.6% | -6.8% | -1.6% |
| 7D | -9.5% | +11.5% | -21.0% | -10.2% |
| 30D | -9.4% | +24.1% | -33.5% | -10.9% |
| 3M | +29.9% | +17.9% | +11.9% | +28.0% |
| 6M | +26.6% | +49.6% | -23.0% | +19.0% |
| YTD | +23.5% | +129.0% | -105.5% | +6.8% |
| 1Y | +35.8% | +112.0% | -76.1% | +19.0% |
| 3Y | +15.0% | +102.3% | -87.3% | -0.4% |
| 5Y | +1.5% | +224.5% | -223.1% | -28.4% |
| All | +15.9% | +397.4% | -381.6% | -35.9% |
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