+506.6%
APP vs USO
+228.5%
+278.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.5% |
| 7D | +61.1% | -10.6% | +71.7% | +61.7% |
| 30D | +42.8% | -4.6% | +47.3% | +42.8% |
| 3M | +16.7% | +12.3% | +4.3% | +15.4% |
| 6M | -15.6% | +5.9% | -21.5% | -16.2% |
| YTD | -41.3% | +104.5% | -145.8% | -49.0% |
| 1Y | -39.3% | +97.3% | -136.6% | -46.9% |
| 3Y | +803.2% | +97.0% | +706.2% | +680.0% |
| 5Y | +313.2% | +151.2% | +162.0% | +225.2% |
| All | +506.6% | +228.5% | +278.1% | +352.3% |
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