+142.9%
HOOD vs USO
+181.9%
-39.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | -3.2% | -2.7% | -0.5% | -3.2% |
| 30D | -22.6% | -6.3% | -16.2% | -22.5% |
| 3M | -10.4% | +10.9% | -21.2% | -10.8% |
| 6M | +4.7% | +2.0% | +2.7% | +4.6% |
| YTD | -25.2% | +104.6% | -129.8% | -34.6% |
| 1Y | -35.9% | +94.5% | -130.4% | -43.5% |
| 3Y | +927.7% | +97.1% | +830.6% | +793.1% |
| 5Y | +147.5% | +151.6% | -4.1% | +112.9% |
| All | +142.9% | +181.9% | -39.0% | +144.9% |
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