+1,381.0%
NET vs USO
+58.2%
+1,322.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.1% | +5.5% | -1.6% |
| 7D | -16.4% | -12.7% | -3.7% | -15.0% |
| 30D | -25.8% | +1.0% | -26.8% | -26.0% |
| 3M | -11.5% | +25.6% | -37.1% | -14.2% |
| 6M | +18.9% | -1.5% | +20.4% | +18.3% |
| YTD | +35.2% | +110.3% | -75.0% | +20.2% |
| 1Y | +14.5% | +102.2% | -87.7% | +2.3% |
| 3Y | +313.8% | +94.3% | +219.5% | +268.7% |
| 5Y | +32.6% | +164.8% | -132.2% | +11.4% |
| All | +1,381.0% | +58.2% | +1,322.8% | +1,403.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling