+368.4%
CSCO vs USO
+80.3%
+288.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.1% |
| 7D | 0.0% | +6.2% | -6.3% | -0.7% |
| 30D | -10.7% | +19.1% | -29.8% | -12.5% |
| 3M | -8.7% | +14.2% | -23.0% | -10.5% |
| 6M | +44.9% | +43.7% | +1.2% | +37.0% |
| YTD | +44.1% | +116.8% | -72.7% | +28.7% |
| 1Y | +65.9% | +104.3% | -38.5% | +49.0% |
| 3Y | +109.0% | +91.5% | +17.5% | +87.2% |
| 5Y | +114.8% | +214.1% | -99.3% | +73.9% |
| All | +368.4% | +80.3% | +288.1% | +316.7% |
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