-55.2%
C vs USO
-74.0%
+18.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +3.6% | +9.5% | -5.8% | +0.7% |
| 30D | +0.1% | +23.6% | -23.5% | -6.6% |
| 3M | +2.4% | +3.8% | -1.4% | -0.4% |
| 6M | +24.9% | +55.0% | -30.1% | +2.4% |
| YTD | +19.8% | +105.3% | -85.5% | -11.3% |
| 1Y | +44.9% | +91.4% | -46.5% | +9.4% |
| 3Y | +263.0% | +84.6% | +178.4% | +168.5% |
| 5Y | +129.5% | +191.7% | -62.2% | +35.3% |
| 10Y | +291.6% | +73.3% | +218.3% | +151.7% |
| All | -55.2% | -74.0% | +18.8% | -50.0% |
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