+1,449.6%
NET vs USO
+54.4%
+1,395.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -7.0% | +9.5% | -16.4% | -8.1% |
| 30D | -4.8% | +23.6% | -28.4% | -7.4% |
| 3M | +3.8% | +3.8% | 0.0% | +2.8% |
| 6M | +50.0% | +55.0% | -5.0% | +39.6% |
| YTD | +41.5% | +105.3% | -63.8% | +26.3% |
| 1Y | +32.8% | +91.4% | -58.5% | +19.7% |
| 3Y | +335.9% | +84.6% | +251.3% | +290.6% |
| 5Y | +113.8% | +191.7% | -77.9% | +77.4% |
| All | +1,449.6% | +54.4% | +1,395.1% | +1,479.9% |
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