+462.9%
META vs USO
+87.0%
+375.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +2.9% |
| 7D | +5.2% | -1.9% | +7.1% | +5.3% |
| 30D | -13.0% | -5.2% | -7.8% | -12.7% |
| 3M | +7.9% | +16.4% | -8.5% | +6.3% |
| 6M | +4.2% | +2.5% | +1.8% | +3.5% |
| YTD | -2.5% | +110.5% | -113.0% | -12.2% |
| 1Y | +5.6% | +108.4% | -102.8% | -4.8% |
| 3Y | +96.8% | +99.6% | -2.8% | +76.5% |
| 5Y | +90.0% | +160.1% | -70.0% | +59.1% |
| All | +462.9% | +87.0% | +375.9% | +401.0% |
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