+871.6%
APH vs USO
+83.0%
+788.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.1% |
| 7D | -5.9% | -12.1% | +6.2% | -4.7% |
| 30D | -14.8% | +3.1% | -17.9% | -15.2% |
| 3M | -12.4% | +24.9% | -37.3% | -14.9% |
| 6M | +8.1% | +10.8% | -2.7% | +5.9% |
| YTD | +10.9% | +114.6% | -103.6% | -2.8% |
| 1Y | +8.8% | +109.4% | -100.6% | -4.4% |
| 3Y | +262.1% | +98.1% | +163.9% | +217.4% |
| 5Y | +283.1% | +162.4% | +120.7% | +211.2% |
| All | +871.6% | +83.0% | +788.6% | +749.8% |
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