+160.4%
AMAT vs USO
+103.4%
+57.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.3% | -6.8% | -3.4% |
| 7D | +19.3% | -1.4% | +20.8% | +19.3% |
| 30D | -17.9% | -4.6% | -13.4% | -18.0% |
| 3M | -30.4% | +14.7% | -45.2% | -30.0% |
| 6M | -11.4% | +1.2% | -12.7% | -11.1% |
| YTD | +48.8% | +111.2% | -62.4% | +33.3% |
| 1Y | +66.0% | +109.3% | -43.3% | +48.8% |
| All | +160.4% | +103.4% | +57.0% | +129.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling