+428.1%
DIS vs USO
-72.8%
+500.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +5.2% | -12.1% | +17.3% | +7.4% |
| 30D | +11.5% | +3.1% | +8.3% | +10.6% |
| 3M | +11.5% | +24.9% | -13.3% | +6.4% |
| 6M | +8.9% | +10.8% | -1.9% | +5.2% |
| YTD | +3.4% | +114.6% | -111.2% | -14.0% |
| 1Y | +7.2% | +109.4% | -102.2% | -10.5% |
| 3Y | +43.3% | +98.1% | -54.8% | +18.9% |
| 5Y | -31.4% | +162.4% | -193.9% | -48.2% |
| 10Y | +37.1% | +85.9% | -48.8% | +3.6% |
| All | +428.1% | -72.8% | +500.9% | +428.9% |
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