+148.0%
ADBE vs USO
+90.4%
+57.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.6% | -8.0% | -3.0% |
| 7D | -12.9% | +11.5% | -24.4% | -14.0% |
| 30D | -5.6% | +24.1% | -29.8% | -8.0% |
| 3M | +6.6% | +17.9% | -11.3% | +4.2% |
| 6M | -9.6% | +49.6% | -59.2% | -14.7% |
| YTD | -28.9% | +129.0% | -157.9% | -36.6% |
| 1Y | -28.9% | +112.0% | -140.9% | -36.1% |
| 3Y | -55.6% | +102.3% | -157.9% | -60.4% |
| 5Y | -62.2% | +224.5% | -286.8% | -69.8% |
| All | +148.0% | +90.4% | +57.7% | +122.4% |
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