+2,770.9%
AVGO vs USO
+86.2%
+2,684.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.7% |
| 7D | +1.1% | +9.1% | -8.0% | -0.4% |
| 30D | -13.0% | +21.7% | -34.7% | -15.9% |
| 3M | -6.0% | +20.2% | -26.2% | -9.4% |
| 6M | +6.4% | +43.4% | -37.0% | -2.7% |
| YTD | +5.0% | +124.0% | -119.0% | -13.1% |
| 1Y | +1.4% | +112.2% | -110.8% | -15.2% |
| 3Y | +336.8% | +97.7% | +239.2% | +265.5% |
| 5Y | +698.2% | +217.4% | +480.8% | +477.7% |
| All | +2,770.9% | +86.2% | +2,684.8% | +2,195.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling