+443.7%
APLD vs USO
+84.0%
+359.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +4.1% | +9.5% | -5.4% | +2.9% |
| 30D | -11.7% | +23.6% | -35.3% | -14.2% |
| 3M | -40.3% | +3.8% | -44.1% | -40.6% |
| 6M | -8.0% | +55.0% | -63.0% | -25.3% |
| YTD | +7.5% | +105.3% | -97.7% | -24.0% |
| 1Y | +84.0% | +91.4% | -7.4% | +33.7% |
| 3Y | +356.2% | +84.6% | +271.7% | +221.6% |
| All | +443.7% | +84.0% | +359.7% | +293.0% |
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 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