+6.1%
CMCSA vs USO
+86.2%
-80.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.3% |
| 7D | -4.9% | +9.1% | -14.0% | -5.7% |
| 30D | -1.1% | +21.7% | -22.7% | -3.1% |
| 3M | +6.6% | +20.2% | -13.7% | +4.1% |
| 6M | -15.5% | +43.4% | -58.8% | -19.8% |
| YTD | -6.7% | +124.0% | -130.6% | -16.3% |
| 1Y | -15.6% | +112.2% | -127.8% | -23.9% |
| 3Y | -33.7% | +97.7% | -131.3% | -40.4% |
| 5Y | -46.6% | +217.4% | -264.0% | -56.5% |
| All | +6.1% | +86.2% | -80.1% | -8.2% |
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