+7,314.9%
ASML vs USO
-72.8%
+7,387.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +5.0% |
| 7D | -9.0% | -12.1% | +3.1% | -6.7% |
| 30D | -21.0% | +3.1% | -24.1% | -21.6% |
| 3M | -16.3% | +24.9% | -41.1% | -20.6% |
| 6M | -7.5% | +10.8% | -18.3% | -11.0% |
| YTD | +34.0% | +114.6% | -80.6% | +7.0% |
| 1Y | +39.3% | +109.4% | -70.1% | +11.7% |
| 3Y | +128.9% | +98.1% | +30.7% | +82.7% |
| 5Y | +76.1% | +162.4% | -86.4% | +25.2% |
| 10Y | +1,428.4% | +85.9% | +1,342.5% | +994.8% |
| All | +7,314.9% | -72.8% | +7,387.7% | +8,052.7% |
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 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