+31.9%
DIS vs USO
+87.0%
-55.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.7% |
| 7D | +1.9% | -1.9% | +3.8% | +2.1% |
| 30D | +9.2% | -5.2% | +14.4% | +9.6% |
| 3M | +13.5% | +16.4% | -2.9% | +10.8% |
| 6M | +14.3% | +2.5% | +11.8% | +12.8% |
| YTD | +5.4% | +110.5% | -105.1% | -8.7% |
| 1Y | +12.2% | +108.4% | -96.3% | -2.7% |
| 3Y | +37.2% | +99.6% | -62.5% | +18.1% |
| 5Y | -23.1% | +160.1% | -183.2% | -38.8% |
| All | +31.9% | +87.0% | -55.2% | +11.2% |
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