+1,299.4%
LIN vs USO
-72.9%
+1,372.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.0% |
| 7D | +3.6% | -11.9% | +15.5% | +5.8% |
| 30D | +6.4% | +2.3% | +4.1% | +5.7% |
| 3M | +6.5% | +29.0% | -22.5% | +1.0% |
| 6M | +4.9% | +2.8% | +2.1% | +2.8% |
| YTD | +23.4% | +114.3% | -90.9% | +3.5% |
| 1Y | +26.3% | +108.7% | -82.3% | +6.3% |
| 3Y | +38.0% | +98.0% | -60.0% | +14.9% |
| 5Y | +68.0% | +162.1% | -94.1% | +26.7% |
| 10Y | +437.1% | +85.6% | +351.5% | +304.6% |
| All | +1,299.4% | -72.9% | +1,372.3% | +1,520.7% |
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