+654.6%
APP vs USO
+81.7%
+573.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +0.9% | +9.5% | -8.6% | +0.8% |
| 30D | -23.3% | +23.6% | -46.8% | -23.5% |
| 3M | -42.6% | +3.8% | -46.5% | -41.8% |
| 6M | -33.6% | +55.0% | -88.7% | -40.0% |
| YTD | -52.4% | +105.3% | -157.7% | -60.5% |
| 1Y | -35.9% | +91.4% | -127.3% | -45.8% |
| All | +654.6% | +81.7% | +573.0% | +488.7% |
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