+431.5%
LIN vs USO
+87.0%
+344.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +2.1% | -1.9% | +4.0% | +2.3% |
| 30D | +6.8% | -5.2% | +12.0% | +7.2% |
| 3M | +10.4% | +16.4% | -6.1% | +8.3% |
| 6M | +3.2% | +2.5% | +0.7% | +2.2% |
| YTD | +24.6% | +110.5% | -85.9% | +12.8% |
| 1Y | +24.4% | +108.4% | -84.0% | +12.7% |
| 3Y | +36.7% | +99.6% | -62.9% | +22.9% |
| 5Y | +67.0% | +160.1% | -93.0% | +40.8% |
| All | +431.5% | +87.0% | +344.4% | +386.5% |
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