-60.1%
C vs USO
-73.9%
+13.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.9% | +6.3% | +3.6% |
| 7D | -0.9% | -9.1% | +8.1% | +1.7% |
| 30D | -5.4% | -3.7% | -1.7% | -4.8% |
| 3M | -9.2% | +20.9% | -30.1% | -15.4% |
| 6M | -1.8% | +6.8% | -8.6% | -6.7% |
| YTD | +6.7% | +106.3% | -99.6% | -21.9% |
| 1Y | +23.5% | +100.2% | -76.7% | -8.8% |
| 3Y | +219.8% | +103.1% | +116.7% | +127.5% |
| 5Y | +112.4% | +146.1% | -33.7% | +32.7% |
| 10Y | +220.1% | +73.5% | +146.6% | +104.8% |
| All | -60.1% | -73.9% | +13.8% | -56.0% |
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 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