+98.3%
CSCO vs USO
+150.6%
-52.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | -4.7% | -10.6% | +5.9% | -4.2% |
| 30D | -17.1% | -4.6% | -12.5% | -17.0% |
| 3M | -19.6% | +12.3% | -31.9% | -20.3% |
| 6M | +2.4% | +5.9% | -3.5% | +1.7% |
| YTD | +29.8% | +104.5% | -74.7% | +21.6% |
| 1Y | +38.7% | +97.3% | -58.7% | +30.3% |
| 3Y | +101.3% | +97.0% | +4.3% | +87.6% |
| All | +98.3% | +150.6% | -52.3% | +72.3% |
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