+2,345.5%
COST vs USO
-72.5%
+2,418.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.0% |
| 7D | -2.8% | +6.2% | -9.0% | -3.3% |
| 30D | -5.3% | +19.1% | -24.4% | -6.6% |
| 3M | -6.7% | +14.2% | -20.9% | -7.9% |
| 6M | -9.9% | +43.7% | -53.7% | -13.2% |
| YTD | +5.1% | +116.8% | -111.7% | -2.3% |
| 1Y | -7.3% | +104.3% | -111.6% | -13.5% |
| 3Y | +70.4% | +91.5% | -21.1% | +58.5% |
| 5Y | +104.4% | +214.1% | -109.7% | +78.5% |
| 10Y | +609.0% | +77.0% | +532.0% | +535.6% |
| All | +2,345.5% | -72.5% | +2,418.0% | +2,230.5% |
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