-61.1%
C vs USO
-72.8%
+11.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -2.4% | -12.1% | +9.7% | +1.2% |
| 30D | -6.0% | +3.1% | -9.1% | -7.3% |
| 3M | -10.5% | +24.9% | -35.4% | -17.4% |
| 6M | -5.7% | +10.8% | -16.5% | -11.3% |
| YTD | +4.1% | +114.6% | -110.5% | -24.6% |
| 1Y | +20.5% | +109.4% | -88.9% | -12.2% |
| 3Y | +208.1% | +98.1% | +110.0% | +121.7% |
| 5Y | +110.4% | +162.4% | -52.0% | +28.7% |
| 10Y | +234.6% | +85.9% | +148.7% | +109.0% |
| All | -61.1% | -72.8% | +11.8% | -57.5% |
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