+244.7%
APLD vs USO
+84.9%
+159.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.9% | +11.4% | +7.9% |
| 7D | +3.1% | -9.1% | +12.1% | +4.0% |
| 30D | -29.4% | -3.7% | -25.7% | -29.2% |
| 3M | -42.8% | +20.9% | -63.7% | -44.4% |
| 6M | -59.5% | +6.8% | -66.3% | -60.4% |
| YTD | -31.8% | +106.3% | -138.1% | -52.0% |
| 1Y | -46.0% | +100.2% | -146.2% | -61.5% |
| 3Y | +252.0% | +103.1% | +148.9% | +137.0% |
| All | +244.7% | +84.9% | +159.8% | +148.0% |
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 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