+433.3%
META vs USO
+79.0%
+354.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.2% | -2.7% | +2.5% | 0.0% |
| 30D | -15.4% | -6.3% | -9.0% | -15.1% |
| 3M | +5.0% | +10.9% | -5.8% | +3.8% |
| 6M | +5.2% | +2.0% | +3.1% | +4.4% |
| YTD | -4.5% | +104.6% | -109.1% | -13.7% |
| 1Y | +0.6% | +94.5% | -93.9% | -8.6% |
| 3Y | +93.1% | +97.1% | -4.0% | +73.2% |
| 5Y | +93.7% | +151.6% | -57.9% | +62.7% |
| 10Y | +433.3% | +81.0% | +352.3% | +375.8% |
| All | +433.3% | +79.0% | +354.4% | +375.8% |
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