+523.3%
ON vs USO
+87.0%
+436.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.6% |
| 7D | +12.2% | -1.9% | +14.1% | +12.6% |
| 30D | -3.1% | -5.2% | +2.1% | -2.5% |
| 3M | -12.9% | +16.4% | -29.3% | -16.4% |
| 6M | -38.6% | +2.5% | -41.1% | -40.0% |
| YTD | +31.2% | +110.5% | -79.3% | +3.8% |
| 1Y | +47.6% | +108.4% | -60.8% | +16.9% |
| 3Y | +6.6% | +99.6% | -93.0% | -16.4% |
| 5Y | +21.3% | +160.1% | -138.8% | -16.5% |
| All | +523.3% | +87.0% | +436.3% | +386.3% |
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