+81.6%
KO vs USO
+220.6%
-139.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.6% | -5.3% | +0.3% |
| 7D | -1.1% | +11.5% | -12.6% | -1.1% |
| 30D | +1.6% | +24.1% | -22.6% | +1.6% |
| 3M | +5.8% | +17.9% | -12.2% | +5.8% |
| 6M | +14.3% | +49.6% | -35.3% | +14.2% |
| YTD | +27.3% | +129.0% | -101.7% | +26.6% |
| 1Y | +33.2% | +112.0% | -78.8% | +32.5% |
| 3Y | +64.5% | +102.3% | -37.8% | +63.4% |
| All | +81.6% | +220.6% | -139.0% | +63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling