-80.8%
PATH vs USO
+248.4%
-329.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +2.1% | -1.9% | +4.0% | +2.2% |
| 30D | +1.6% | -5.2% | +6.8% | +1.9% |
| 3M | -20.4% | +16.4% | -36.9% | -21.3% |
| 6M | +40.1% | +2.5% | +37.6% | +39.6% |
| YTD | -19.0% | +110.5% | -129.5% | -25.6% |
| 1Y | -5.8% | +108.4% | -114.2% | -13.4% |
| 3Y | -22.9% | +99.6% | -122.6% | -29.5% |
| 5Y | -75.3% | +160.1% | -235.3% | -79.6% |
| All | -80.8% | +248.4% | -329.1% | -87.0% |
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