+423.7%
COP vs USO
-74.0%
+497.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +3.0% | +9.5% | -6.5% | -2.2% |
| 30D | +17.5% | +23.6% | -6.1% | +3.9% |
| 3M | +13.4% | +3.8% | +9.5% | +9.5% |
| 6M | +17.7% | +55.0% | -37.3% | -13.0% |
| YTD | +46.6% | +105.3% | -58.7% | -8.4% |
| 1Y | +44.6% | +91.4% | -46.8% | -5.8% |
| 3Y | +20.7% | +84.6% | -63.9% | -21.2% |
| 5Y | +185.0% | +191.7% | -6.7% | +39.2% |
| 10Y | +347.0% | +73.3% | +273.7% | +173.6% |
| All | +423.7% | -74.0% | +497.7% | +716.6% |
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