+378.5%
APP vs USO
+239.1%
+139.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.9% | -5.5% | -2.8% |
| 7D | +0.1% | +3.6% | -3.5% | -0.1% |
| 30D | -10.0% | +23.8% | -33.8% | -11.2% |
| 3M | -44.6% | +8.1% | -52.7% | -44.7% |
| 6M | -37.9% | +34.3% | -72.1% | -40.8% |
| YTD | -53.7% | +111.1% | -164.8% | -59.7% |
| 1Y | -43.0% | +99.9% | -142.9% | -49.9% |
| 3Y | +640.8% | +86.5% | +554.3% | +545.3% |
| 5Y | +358.8% | +200.5% | +158.3% | +248.9% |
| All | +378.5% | +239.1% | +139.4% | +257.3% |
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