+46.0%
F vs USO
+102.7%
-56.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -3.1% | -1.9% | -1.2% | -3.2% |
| 30D | 0.0% | -5.2% | +5.2% | -0.3% |
| 3M | -13.2% | +16.4% | -29.7% | -12.2% |
| 6M | -10.2% | +2.5% | -12.7% | -9.8% |
| YTD | -4.9% | +110.5% | -115.4% | -8.8% |
| 1Y | -6.1% | +108.4% | -114.5% | -9.8% |
| 3Y | +46.0% | +99.6% | -53.7% | +38.5% |
| All | +46.0% | +102.7% | -56.8% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling