+361.0%
ORLY vs USO
+86.2%
+274.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.5% |
| 7D | -2.4% | +9.1% | -11.5% | -2.9% |
| 30D | -6.8% | +21.7% | -28.4% | -7.9% |
| 3M | -4.8% | +20.2% | -25.0% | -6.0% |
| 6M | -9.1% | +43.4% | -52.4% | -11.9% |
| YTD | -5.9% | +124.0% | -129.9% | -12.1% |
| 1Y | -20.4% | +112.2% | -132.6% | -25.4% |
| 3Y | +36.6% | +97.7% | -61.1% | +27.6% |
| 5Y | +117.3% | +217.4% | -100.1% | +87.3% |
| All | +361.0% | +86.2% | +274.8% | +298.3% |
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