+682.7%
KO vs USO
-71.0%
+753.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.6% | -5.3% | -0.1% |
| 7D | -1.1% | +11.5% | -12.6% | -2.0% |
| 30D | +1.6% | +24.1% | -22.6% | -0.3% |
| 3M | +5.8% | +17.9% | -12.2% | +4.0% |
| 6M | +14.3% | +49.6% | -35.3% | +9.5% |
| YTD | +27.3% | +129.0% | -101.7% | +17.1% |
| 1Y | +33.2% | +112.0% | -78.8% | +23.3% |
| 3Y | +64.5% | +102.3% | -37.8% | +51.4% |
| 5Y | +83.1% | +224.5% | -141.4% | +57.6% |
| 10Y | +183.9% | +86.9% | +97.0% | +148.3% |
| All | +682.7% | -71.0% | +753.7% | +656.3% |
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 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