+119.2%
ORLY vs USO
+213.6%
-94.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.3% |
| 7D | -2.4% | +9.1% | -11.5% | -2.1% |
| 30D | -6.8% | +21.7% | -28.4% | -6.1% |
| 3M | -4.8% | +20.2% | -25.0% | -4.0% |
| 6M | -9.1% | +43.4% | -52.4% | -8.1% |
| YTD | -5.9% | +124.0% | -129.9% | -4.6% |
| 1Y | -20.4% | +112.2% | -132.6% | -19.3% |
| 3Y | +36.6% | +97.7% | -61.1% | +38.5% |
| All | +119.2% | +213.6% | -94.4% | +102.9% |
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