+1,591.4%
AMAT vs USO
+70.6%
+1,520.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | -1.5% | +9.5% | -11.0% | -2.9% |
| 30D | -14.8% | +23.6% | -38.4% | -17.6% |
| 3M | -9.3% | +3.8% | -13.1% | -10.3% |
| 6M | +27.4% | +55.0% | -27.7% | +14.3% |
| YTD | +77.6% | +105.3% | -27.7% | +49.8% |
| 1Y | +188.9% | +91.4% | +97.6% | +146.8% |
| 3Y | +202.3% | +84.6% | +117.7% | +156.0% |
| 5Y | +248.9% | +191.7% | +57.2% | +157.1% |
| All | +1,591.4% | +70.6% | +1,520.8% | +1,265.7% |
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