+229.3%
APLD vs USO
+88.7%
+140.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.4% | -5.8% |
| 7D | +2.7% | -1.9% | +4.6% | +2.8% |
| 30D | -21.4% | -5.2% | -16.2% | -21.1% |
| 3M | -47.8% | +16.4% | -64.3% | -49.1% |
| 6M | -64.9% | +2.5% | -67.4% | -65.2% |
| YTD | -34.9% | +110.5% | -145.4% | -54.3% |
| 1Y | -30.7% | +108.4% | -139.2% | -51.1% |
| 3Y | +305.3% | +99.6% | +205.7% | +178.6% |
| All | +229.3% | +88.7% | +140.6% | +136.4% |
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