+606.1%
COST vs USO
+86.2%
+519.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.4% |
| 7D | -1.2% | +9.1% | -10.3% | -1.7% |
| 30D | -4.7% | +21.7% | -26.4% | -5.9% |
| 3M | -7.1% | +20.2% | -27.4% | -8.4% |
| 6M | -8.5% | +43.4% | -51.9% | -11.0% |
| YTD | +5.4% | +124.0% | -118.6% | -0.6% |
| 1Y | -5.6% | +112.2% | -117.8% | -10.7% |
| 3Y | +68.5% | +97.7% | -29.2% | +59.0% |
| 5Y | +105.2% | +217.4% | -112.2% | +83.2% |
| All | +606.1% | +86.2% | +519.9% | +570.1% |
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