+48.9%
MSFT vs USO
+90.0%
-41.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.4% |
| 7D | -1.0% | +6.2% | -7.3% | -0.9% |
| 30D | -2.7% | +19.1% | -21.8% | -2.2% |
| 3M | +22.1% | +14.2% | +7.9% | +22.7% |
| 6M | +20.6% | +43.7% | -23.2% | +20.5% |
| YTD | +2.3% | +116.8% | -114.5% | +0.6% |
| 1Y | -0.5% | +104.3% | -104.9% | -2.0% |
| All | +48.9% | +90.0% | -41.1% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling