+239.9%
F vs USO
-72.8%
+312.7%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.7% |
| 7D | +1.6% | -12.1% | +13.6% | +3.8% |
| 30D | +2.6% | +3.1% | -0.5% | +1.7% |
| 3M | -8.8% | +24.9% | -33.7% | -13.3% |
| 6M | +4.6% | +10.8% | -6.2% | +0.7% |
| YTD | -1.9% | +114.6% | -116.5% | -20.4% |
| 1Y | -0.8% | +109.4% | -110.1% | -19.1% |
| 3Y | +43.5% | +98.1% | -54.6% | +16.0% |
| 5Y | -12.1% | +162.4% | -174.5% | -35.8% |
| 10Y | +83.6% | +85.9% | -2.3% | +34.2% |
| All | +239.9% | -72.8% | +312.7% | +194.7% |
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