+9.0%
MSFT vs USO
+102.2%
-93.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -8.1% | +14.7% | +5.9% |
| 7D | +4.7% | -12.7% | +17.4% | +3.4% |
| 30D | +5.8% | +1.0% | +4.8% | +6.0% |
| 3M | +13.0% | +25.6% | -12.6% | +15.5% |
| 6M | +34.9% | -1.5% | +36.4% | +36.1% |
| YTD | +15.7% | +110.3% | -94.6% | +19.9% |
| 1Y | +9.0% | +102.2% | -93.2% | +13.2% |
| All | +9.0% | +102.2% | -93.2% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling