+153.2%
AMAT vs USO
+161.7%
-8.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.3% | -6.8% | -3.6% |
| 7D | +19.3% | -1.4% | +20.8% | +19.3% |
| 30D | -17.9% | -4.6% | -13.4% | -17.9% |
| 3M | -30.4% | +14.7% | -45.2% | -30.8% |
| 6M | -11.4% | +1.2% | -12.7% | -11.6% |
| YTD | +48.8% | +111.2% | -62.4% | +34.1% |
| 1Y | +66.0% | +109.3% | -43.3% | +49.8% |
| 3Y | +158.8% | +103.5% | +55.3% | +132.1% |
| 5Y | +153.2% | +160.9% | -7.8% | +94.9% |
| All | +153.2% | +161.7% | -8.5% | +94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling