-81.0%
PATH vs USO
+249.5%
-330.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.5% |
| 7D | +0.7% | -1.4% | +2.1% | +0.8% |
| 30D | -1.1% | -4.6% | +3.5% | -0.9% |
| 3M | -14.2% | +14.7% | -28.9% | -15.0% |
| 6M | +30.9% | +1.2% | +29.6% | +30.6% |
| YTD | -20.1% | +111.2% | -131.3% | -26.6% |
| 1Y | -8.1% | +109.3% | -117.4% | -15.5% |
| 3Y | -24.3% | +103.5% | -127.7% | -30.8% |
| 5Y | -75.6% | +160.9% | -236.5% | -79.9% |
| All | -81.0% | +249.5% | -330.5% | -87.2% |
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