+21.9%
BABA vs USO
+102.7%
-80.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | 0.0% |
| 7D | -13.8% | -1.9% | -11.9% | -13.8% |
| 30D | -15.1% | -5.2% | -9.9% | -15.3% |
| 3M | -22.7% | +16.4% | -39.2% | -22.8% |
| 6M | -34.7% | +2.5% | -37.2% | -34.8% |
| YTD | -35.0% | +110.5% | -145.5% | -40.5% |
| 1Y | -40.4% | +108.4% | -148.8% | -45.4% |
| 3Y | +21.9% | +99.6% | -77.7% | +9.0% |
| All | +21.9% | +102.7% | -80.8% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling