+361.0%
LIN vs USO
+70.6%
+290.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -2.1% | +9.5% | -11.6% | -3.0% |
| 30D | -2.4% | +23.6% | -26.0% | -4.6% |
| 3M | -5.6% | +3.8% | -9.4% | -6.3% |
| 6M | -3.4% | +55.0% | -58.4% | -9.1% |
| YTD | +13.1% | +105.3% | -92.2% | +2.8% |
| 1Y | +2.5% | +91.4% | -88.9% | -6.2% |
| 3Y | +27.6% | +84.6% | -57.0% | +15.8% |
| 5Y | +63.0% | +191.7% | -128.7% | +34.9% |
| All | +361.0% | +70.6% | +290.3% | +309.3% |
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 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