+133.9%
ASML vs USO
+102.7%
+31.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.2% |
| 7D | +4.9% | -1.9% | +6.8% | +4.8% |
| 30D | -9.3% | -5.2% | -4.1% | -9.5% |
| 3M | -19.0% | +16.4% | -35.4% | -18.0% |
| 6M | -5.2% | +2.5% | -7.7% | -4.9% |
| YTD | +40.6% | +110.5% | -69.9% | +30.1% |
| 1Y | +47.5% | +108.4% | -60.9% | +36.6% |
| 3Y | +133.9% | +99.6% | +34.2% | +111.3% |
| All | +133.9% | +102.7% | +31.1% | +111.3% |
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 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