+243.9%
APLD vs USO
+83.3%
+160.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -6.3% | -10.6% | +4.2% | -5.4% |
| 30D | -29.6% | -4.6% | -25.0% | -29.3% |
| 3M | -42.6% | +12.3% | -54.9% | -43.7% |
| 6M | -59.6% | +5.9% | -65.4% | -60.4% |
| YTD | -32.0% | +104.5% | -136.5% | -52.1% |
| 1Y | -46.9% | +97.3% | -144.3% | -62.0% |
| 3Y | +255.7% | +97.0% | +158.6% | +142.6% |
| All | +243.9% | +83.3% | +160.6% | +147.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling