+36.3%
DIS vs USO
+75.1%
-38.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +4.4% | -10.6% | +15.0% | +5.7% |
| 30D | +10.3% | -4.6% | +14.9% | +10.7% |
| 3M | +15.5% | +12.3% | +3.2% | +13.3% |
| 6M | +11.2% | +5.9% | +5.3% | +9.1% |
| YTD | +5.6% | +104.5% | -98.9% | -8.1% |
| 1Y | +7.7% | +97.3% | -89.6% | -5.8% |
| 3Y | +39.3% | +97.0% | -57.7% | +20.1% |
| 5Y | -29.5% | +151.2% | -180.7% | -43.6% |
| 10Y | +36.3% | +76.1% | -39.9% | +15.6% |
| All | +36.3% | +75.1% | -38.8% | +15.6% |
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