+16.7%
BABA vs USO
+70.4%
-53.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.8% |
| 7D | -0.2% | +3.6% | -3.7% | -0.5% |
| 30D | -12.3% | +23.8% | -36.0% | -14.3% |
| 3M | -5.3% | +8.1% | -13.4% | -6.5% |
| 6M | -13.1% | +34.3% | -47.3% | -17.5% |
| YTD | -22.4% | +111.1% | -133.6% | -31.3% |
| 1Y | -19.5% | +99.9% | -119.4% | -28.2% |
| 3Y | +32.9% | +86.5% | -53.6% | +18.2% |
| 5Y | -29.9% | +200.5% | -230.4% | -43.2% |
| 10Y | +16.7% | +66.5% | -49.8% | +4.6% |
| All | +16.7% | +70.4% | -53.7% | +4.6% |
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