+887.9%
APP vs USO
+102.7%
+785.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.3% | +3.9% |
| 7D | +4.6% | -1.9% | +6.5% | +4.6% |
| 30D | +56.0% | -5.2% | +61.2% | +55.8% |
| 3M | +30.8% | +16.4% | +14.4% | +30.2% |
| 6M | -9.8% | +2.5% | -12.3% | -8.3% |
| YTD | -39.3% | +110.5% | -149.8% | -51.3% |
| 1Y | -26.4% | +108.4% | -134.9% | -40.9% |
| 3Y | +887.9% | +99.6% | +788.3% | +665.5% |
| All | +887.9% | +102.7% | +785.2% | +665.5% |
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