+286.5%
C vs USO
+70.4%
+216.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.3% |
| 7D | +3.2% | +3.6% | -0.4% | +2.4% |
| 30D | +1.3% | +23.8% | -22.5% | -3.1% |
| 3M | +3.1% | +8.1% | -4.9% | +0.6% |
| 6M | +29.6% | +34.3% | -4.6% | +17.7% |
| YTD | +19.0% | +111.1% | -92.2% | -4.4% |
| 1Y | +45.6% | +99.9% | -54.3% | +18.4% |
| 3Y | +269.3% | +86.5% | +182.8% | +198.9% |
| 5Y | +131.6% | +200.5% | -69.0% | +56.2% |
| 10Y | +286.5% | +66.5% | +220.0% | +199.4% |
| All | +286.5% | +70.4% | +216.1% | +199.4% |
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