+888.2%
HOOD vs USO
+98.4%
+789.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.5% | -2.4% |
| 7D | -5.1% | -10.6% | +5.5% | -5.7% |
| 30D | -25.4% | -4.6% | -20.8% | -25.6% |
| 3M | -14.0% | +12.3% | -26.3% | -13.4% |
| 6M | +5.6% | +5.9% | -0.3% | +6.5% |
| YTD | -28.1% | +104.5% | -132.6% | -40.2% |
| 1Y | -40.1% | +97.3% | -137.5% | -49.7% |
| 3Y | +888.2% | +97.0% | +791.2% | +721.6% |
| All | +888.2% | +98.4% | +789.9% | +721.6% |
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