+6,960.5%
ASML vs USO
-72.9%
+7,033.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.9% | -11.3% | -9.7% |
| 7D | -19.0% | -11.9% | -7.2% | -17.0% |
| 30D | -25.9% | +2.3% | -28.2% | -26.4% |
| 3M | -19.1% | +29.0% | -48.1% | -23.8% |
| 6M | -5.7% | +2.8% | -8.5% | -7.9% |
| YTD | +27.6% | +114.3% | -86.7% | +1.9% |
| 1Y | +30.8% | +108.7% | -77.9% | +5.0% |
| 3Y | +116.2% | +98.0% | +18.2% | +72.6% |
| 5Y | +67.7% | +162.1% | -94.4% | +19.2% |
| 10Y | +1,355.3% | +85.6% | +1,269.7% | +942.8% |
| All | +6,960.5% | -72.9% | +7,033.3% | +7,665.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling