+30.6%
ORCL vs USO
+162.3%
-131.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -11.2% | -12.1% | +0.9% | -10.8% |
| 30D | -18.8% | +3.1% | -22.0% | -18.8% |
| 3M | -18.8% | +24.9% | -43.6% | -19.5% |
| 6M | -39.7% | +10.8% | -50.5% | -40.1% |
| YTD | -39.6% | +114.6% | -154.2% | -44.5% |
| 1Y | -51.7% | +109.4% | -161.1% | -55.5% |
| 3Y | +10.2% | +98.1% | -87.9% | +1.4% |
| All | +30.6% | +162.3% | -131.7% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling