+91.4%
ORCL vs USO
+196.2%
-104.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +5.3% | +9.5% | -4.2% | +4.8% |
| 30D | +10.0% | +23.6% | -13.6% | +8.9% |
| 3M | -32.6% | +3.8% | -36.4% | -32.7% |
| 6M | +4.9% | +55.0% | -50.1% | -0.4% |
| YTD | -17.8% | +105.3% | -123.0% | -24.5% |
| 1Y | -28.0% | +91.4% | -119.4% | -33.4% |
| 3Y | +36.0% | +84.6% | -48.5% | +25.0% |
| All | +91.4% | +196.2% | -104.7% | +44.3% |
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 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