+207.0%
C vs USO
+87.0%
+120.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +4.2% | -1.9% | +6.1% | +4.5% |
| 30D | +2.0% | -5.2% | +7.2% | +2.7% |
| 3M | -10.1% | +16.4% | -26.6% | -13.4% |
| 6M | +1.0% | +2.5% | -1.5% | -1.2% |
| YTD | +8.5% | +110.5% | -102.0% | -13.3% |
| 1Y | +25.7% | +108.4% | -82.7% | +0.7% |
| 3Y | +216.0% | +99.6% | +116.3% | +150.1% |
| 5Y | +112.3% | +160.1% | -47.7% | +48.7% |
| All | +207.0% | +87.0% | +120.0% | +138.6% |
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