+299.5%
F vs USO
-74.0%
+373.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +5.3% | +9.5% | -4.1% | +3.4% |
| 30D | +4.6% | +23.6% | -19.0% | +0.2% |
| 3M | -3.7% | +3.8% | -7.5% | -5.1% |
| 6M | +16.8% | +55.0% | -38.2% | +2.9% |
| YTD | +15.3% | +105.3% | -90.0% | -5.1% |
| 1Y | +31.0% | +91.4% | -60.4% | +9.2% |
| 3Y | +45.4% | +84.6% | -39.1% | +19.7% |
| 5Y | +54.7% | +191.7% | -137.1% | +10.4% |
| 10Y | +98.2% | +73.3% | +24.9% | +47.6% |
| All | +299.5% | -74.0% | +373.5% | +251.2% |
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