+23.9%
BABA vs USO
-46.2%
+70.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.3% |
| 7D | +11.6% | -12.1% | +23.7% | +13.0% |
| 30D | +2.3% | +3.1% | -0.8% | +1.7% |
| 3M | -13.7% | +24.9% | -38.5% | -16.1% |
| 6M | -21.9% | +10.8% | -32.7% | -23.5% |
| YTD | -24.6% | +114.6% | -139.2% | -33.4% |
| 1Y | -34.1% | +109.4% | -143.5% | -41.6% |
| 3Y | +36.3% | +98.1% | -61.9% | +20.4% |
| 5Y | -26.7% | +162.4% | -189.2% | -39.0% |
| 10Y | +19.2% | +85.9% | -66.7% | +0.9% |
| All | +23.9% | -46.2% | +70.1% | +17.2% |
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 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