+190.1%
APLD vs USO
+95.6%
+94.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.1% | +9.6% | +9.8% |
| 7D | -12.7% | -12.1% | -0.6% | -13.9% |
| 30D | -34.7% | +3.1% | -37.8% | -34.3% |
| 3M | -46.1% | +24.9% | -71.0% | -44.9% |
| 6M | -64.9% | +10.8% | -75.6% | -64.1% |
| YTD | -36.6% | +114.6% | -151.2% | -49.0% |
| 1Y | -50.0% | +109.4% | -159.3% | -59.3% |
| 3Y | +190.1% | +98.1% | +92.0% | +116.5% |
| All | +190.1% | +95.6% | +94.6% | +116.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling