+15.8%
BABA vs USO
+75.9%
-60.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.9% | +0.2% | -3.3% |
| 7D | +3.8% | -9.1% | +12.9% | +4.7% |
| 30D | -5.4% | -3.7% | -1.6% | -5.2% |
| 3M | -17.9% | +20.9% | -38.9% | -20.0% |
| 6M | -24.1% | +6.8% | -30.9% | -25.3% |
| YTD | -27.4% | +106.3% | -133.7% | -35.8% |
| 1Y | -36.1% | +100.2% | -136.3% | -43.2% |
| 3Y | +35.4% | +103.1% | -67.7% | +18.6% |
| 5Y | -30.1% | +146.1% | -176.2% | -41.8% |
| 10Y | +15.8% | +73.5% | -57.6% | +4.2% |
| All | +15.8% | +75.9% | -60.0% | +4.2% |
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