+251.6%
ORCL vs USO
+75.9%
+175.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.9% | +7.1% | +3.5% |
| 7D | +0.5% | -9.1% | +9.5% | +1.2% |
| 30D | -15.3% | -3.7% | -11.5% | -15.0% |
| 3M | -18.2% | +20.9% | -39.1% | -19.8% |
| 6M | -38.4% | +6.8% | -45.2% | -39.2% |
| YTD | -37.7% | +106.3% | -144.0% | -43.7% |
| 1Y | -49.3% | +100.2% | -149.5% | -54.0% |
| 3Y | +10.6% | +103.1% | -92.4% | -0.4% |
| 5Y | +35.5% | +146.1% | -110.6% | +16.4% |
| 10Y | +251.6% | +73.5% | +178.1% | +224.8% |
| All | +251.6% | +75.9% | +175.7% | +224.8% |
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 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