+613.4%
CSCO vs USO
-73.3%
+686.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -5.9% | -6.2% |
| 7D | +1.9% | -1.9% | +3.8% | +2.2% |
| 30D | -15.8% | -5.2% | -10.6% | -15.3% |
| 3M | -15.4% | +16.4% | -31.8% | -18.2% |
| 6M | -5.4% | +2.5% | -7.9% | -7.0% |
| YTD | +26.5% | +110.5% | -84.0% | +6.6% |
| 1Y | +25.9% | +108.4% | -82.5% | +6.3% |
| 3Y | +97.5% | +99.6% | -2.1% | +65.3% |
| 5Y | +93.0% | +160.1% | -67.0% | +47.4% |
| 10Y | +308.6% | +86.3% | +222.4% | +212.3% |
| All | +613.4% | -73.3% | +686.7% | +638.9% |
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