+483.7%
APLD vs USO
+89.3%
+394.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.9% | +4.5% | +7.0% |
| 7D | +16.6% | +3.6% | +13.0% | +16.1% |
| 30D | -3.1% | +23.8% | -26.9% | -5.8% |
| 3M | -30.9% | +8.1% | -38.9% | -31.7% |
| 6M | +12.6% | +34.3% | -21.6% | -0.7% |
| YTD | +15.5% | +111.1% | -95.7% | -18.6% |
| 1Y | +103.5% | +99.9% | +3.6% | +46.2% |
| 3Y | +446.5% | +86.5% | +360.0% | +288.2% |
| All | +483.7% | +89.3% | +394.4% | +320.5% |
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