+86.4%
F vs USO
+70.4%
+16.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.9% | -7.1% | -4.6% |
| 7D | +1.2% | +3.6% | -2.4% | +0.6% |
| 30D | +1.2% | +23.8% | -22.5% | -1.9% |
| 3M | -5.7% | +8.1% | -13.7% | -7.2% |
| 6M | +17.9% | +34.3% | -16.3% | +9.9% |
| YTD | +10.4% | +111.1% | -100.7% | -6.1% |
| 1Y | +25.3% | +99.9% | -74.6% | +7.5% |
| 3Y | +37.5% | +86.5% | -49.0% | +17.3% |
| 5Y | +46.5% | +200.5% | -154.0% | +9.4% |
| 10Y | +86.4% | +66.5% | +19.8% | +47.4% |
| All | +86.4% | +70.4% | +16.0% | +47.4% |
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