+492.0%
IBM vs USO
-73.2%
+565.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.3% | -4.7% | -1.9% |
| 7D | -0.3% | -1.4% | +1.1% | -0.1% |
| 30D | +6.8% | -4.6% | +11.3% | +7.3% |
| 3M | +4.4% | +14.7% | -10.3% | +2.1% |
| 6M | +13.2% | +1.2% | +12.0% | +11.8% |
| YTD | -15.1% | +111.2% | -126.3% | -26.1% |
| 1Y | -20.2% | +109.3% | -129.5% | -30.4% |
| 3Y | +79.3% | +103.5% | -24.2% | +54.8% |
| 5Y | +147.5% | +160.9% | -13.5% | +99.6% |
| 10Y | +140.2% | +86.9% | +53.3% | +93.8% |
| All | +492.0% | -73.2% | +565.2% | +490.6% |
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 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