+142.7%
AMAT vs USO
+95.6%
+47.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | -14.7% | -12.1% | -2.6% | -15.2% |
| 30D | -36.1% | +3.1% | -39.2% | -35.9% |
| 3M | -36.9% | +24.9% | -61.7% | -36.3% |
| 6M | -22.2% | +10.8% | -33.0% | -21.8% |
| YTD | +29.9% | +114.6% | -84.7% | +16.5% |
| 1Y | +43.3% | +109.4% | -66.1% | +29.0% |
| 3Y | +142.7% | +98.1% | +44.5% | +113.2% |
| All | +142.7% | +95.6% | +47.1% | +113.2% |
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