+107.7%
COST vs USO
+213.6%
-105.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.3% |
| 7D | -1.2% | +9.1% | -10.3% | -1.4% |
| 30D | -4.7% | +21.7% | -26.4% | -5.2% |
| 3M | -7.1% | +20.2% | -27.4% | -7.6% |
| 6M | -8.5% | +43.4% | -51.9% | -9.4% |
| YTD | +5.4% | +124.0% | -118.6% | +3.5% |
| 1Y | -5.6% | +112.2% | -117.8% | -7.3% |
| 3Y | +68.5% | +97.7% | -29.2% | +65.0% |
| All | +107.7% | +213.6% | -105.9% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling