+313.3%
ANET vs USO
+96.2%
+217.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.2% | +7.8% | +5.7% |
| 7D | +3.0% | +9.1% | -6.1% | +2.5% |
| 30D | -5.2% | +21.7% | -26.9% | -6.2% |
| 3M | +27.6% | +20.2% | +7.4% | +26.3% |
| 6M | +44.4% | +43.4% | +1.0% | +39.6% |
| YTD | +52.3% | +124.0% | -71.6% | +34.4% |
| 1Y | +30.4% | +112.2% | -81.8% | +16.3% |
| 3Y | +313.3% | +97.7% | +215.6% | +263.0% |
| All | +313.3% | +96.2% | +217.0% | +263.0% |
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