+1,041.3%
APH vs USO
+70.4%
+970.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.6% |
| 7D | +0.2% | +3.6% | -3.4% | -0.2% |
| 30D | -3.3% | +23.8% | -27.1% | -5.7% |
| 3M | +14.0% | +8.1% | +6.0% | +12.6% |
| 6M | +24.4% | +34.3% | -9.8% | +17.9% |
| YTD | +21.4% | +111.1% | -89.7% | +6.8% |
| 1Y | +48.9% | +99.9% | -51.0% | +32.0% |
| 3Y | +290.1% | +86.5% | +203.6% | +245.1% |
| 5Y | +352.8% | +200.5% | +152.3% | +259.4% |
| 10Y | +1,041.3% | +66.5% | +974.7% | +890.3% |
| All | +1,041.3% | +70.4% | +970.8% | +890.3% |
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