+711.4%
CSCO vs USO
-74.0%
+785.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -0.7% | +9.5% | -10.1% | -2.3% |
| 30D | -10.1% | +23.6% | -33.7% | -13.6% |
| 3M | -15.7% | +3.8% | -19.5% | -16.8% |
| 6M | +36.3% | +55.0% | -18.8% | +22.7% |
| YTD | +43.8% | +105.3% | -61.4% | +22.4% |
| 1Y | +63.9% | +91.4% | -27.4% | +41.2% |
| 3Y | +104.4% | +84.6% | +19.8% | +74.1% |
| 5Y | +111.4% | +191.7% | -80.4% | +57.9% |
| 10Y | +361.7% | +73.3% | +288.4% | +259.5% |
| All | +711.4% | -74.0% | +785.4% | +748.5% |
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