+363.4%
ORCL vs USO
+70.4%
+292.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +2.1% |
| 7D | +15.0% | +3.6% | +11.4% | +14.7% |
| 30D | +10.5% | +23.8% | -13.2% | +8.4% |
| 3M | -23.0% | +8.1% | -31.1% | -23.8% |
| 6M | +7.0% | +34.3% | -27.3% | +2.4% |
| YTD | -15.8% | +111.1% | -127.0% | -24.0% |
| 1Y | -31.1% | +99.9% | -131.0% | -37.3% |
| 3Y | +33.3% | +86.5% | -53.2% | +21.1% |
| 5Y | +94.3% | +200.5% | -106.2% | +63.1% |
| 10Y | +363.4% | +66.5% | +296.8% | +319.3% |
| All | +363.4% | +70.4% | +292.9% | +319.3% |
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