+252.1%
INTC vs USO
+86.2%
+165.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +2.8% |
| 7D | +7.5% | +9.1% | -1.7% | +6.4% |
| 30D | +2.0% | +21.7% | -19.7% | -0.2% |
| 3M | -12.0% | +20.2% | -32.2% | -14.1% |
| 6M | +114.5% | +43.4% | +71.2% | +101.3% |
| YTD | +179.0% | +124.0% | +55.0% | +142.2% |
| 1Y | +318.3% | +112.2% | +206.1% | +266.1% |
| 3Y | +171.2% | +97.7% | +73.6% | +136.8% |
| 5Y | +107.6% | +217.4% | -109.8% | +61.8% |
| All | +252.1% | +86.2% | +165.9% | +202.1% |
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