+404.3%
META vs USO
+84.4%
+319.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.8% | -12.1% | +11.3% | +0.1% |
| 30D | -15.4% | +3.1% | -18.5% | -15.7% |
| 3M | +3.5% | +24.9% | -21.3% | +1.4% |
| 6M | -0.3% | +10.8% | -11.1% | -1.7% |
| YTD | -7.3% | +114.6% | -121.9% | -16.6% |
| 1Y | -1.1% | +109.4% | -110.5% | -10.7% |
| 3Y | +95.1% | +98.1% | -3.1% | +75.3% |
| 5Y | +80.6% | +162.4% | -81.9% | +51.2% |
| All | +404.3% | +84.4% | +319.9% | +344.4% |
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