+892.4%
APP vs USO
+95.6%
+796.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.1% | +9.7% | +9.9% |
| 7D | +71.2% | -12.1% | +83.3% | +71.0% |
| 30D | +39.1% | +3.1% | +36.0% | +38.8% |
| 3M | +16.5% | +24.9% | -8.3% | +15.8% |
| 6M | -16.6% | +10.8% | -27.3% | -16.1% |
| YTD | -41.9% | +114.6% | -156.5% | -53.3% |
| 1Y | -37.0% | +109.4% | -146.4% | -49.1% |
| 3Y | +892.4% | +98.1% | +794.3% | +681.8% |
| All | +892.4% | +95.6% | +796.9% | +681.8% |
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