-15.8%
F vs USO
+162.3%
-178.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.7% |
| 7D | +1.6% | -12.1% | +13.6% | +1.9% |
| 30D | +2.6% | +3.1% | -0.5% | +2.4% |
| 3M | -8.8% | +24.9% | -33.7% | -9.7% |
| 6M | +4.6% | +10.8% | -6.2% | +3.7% |
| YTD | -1.9% | +114.6% | -116.5% | -11.6% |
| 1Y | -0.8% | +109.4% | -110.1% | -10.3% |
| 3Y | +43.5% | +98.1% | -54.6% | +28.5% |
| All | -15.8% | +162.3% | -178.1% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling