+17.9%
ONDS vs USO
+405.8%
-388.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.6% | -6.2% | -1.4% |
| 7D | -5.0% | +11.5% | -16.4% | -6.5% |
| 30D | -25.6% | +24.1% | -49.7% | -28.0% |
| 3M | -22.1% | +17.9% | -40.1% | -24.5% |
| 6M | -27.6% | +49.6% | -77.2% | -35.3% |
| YTD | -25.7% | +129.0% | -154.7% | -41.3% |
| 1Y | +30.4% | +112.0% | -81.6% | +5.1% |
| 3Y | +695.0% | +102.3% | +592.7% | +533.6% |
| 5Y | -2.2% | +224.5% | -226.7% | -38.7% |
| All | +17.9% | +405.8% | -388.0% | -46.2% |
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 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