+438.8%
DIS vs USO
-73.9%
+512.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.9% | +5.9% | +2.7% |
| 7D | +5.3% | -9.1% | +14.4% | +6.9% |
| 30D | +10.2% | -3.7% | +14.0% | +10.6% |
| 3M | +13.5% | +20.9% | -7.4% | +8.9% |
| 6M | +11.1% | +6.8% | +4.3% | +8.0% |
| YTD | +5.5% | +106.3% | -100.8% | -11.7% |
| 1Y | +9.1% | +100.2% | -91.1% | -8.2% |
| 3Y | +36.0% | +103.1% | -67.1% | +12.1% |
| 5Y | -29.8% | +146.1% | -175.9% | -46.3% |
| 10Y | +36.6% | +73.5% | -36.9% | +4.7% |
| All | +438.8% | -73.9% | +512.7% | +443.2% |
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 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