+263.7%
QCOM vs USO
+70.4%
+193.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.3% | +2.8% |
| 7D | +5.1% | +3.6% | +1.5% | +4.6% |
| 30D | +4.3% | +23.8% | -19.5% | +1.1% |
| 3M | -19.6% | +8.1% | -27.7% | -21.0% |
| 6M | +29.5% | +34.3% | -4.8% | +20.9% |
| YTD | +3.4% | +111.1% | -107.8% | -11.6% |
| 1Y | +10.9% | +99.9% | -89.0% | -4.3% |
| 3Y | +74.8% | +86.5% | -11.7% | +50.6% |
| 5Y | +36.2% | +200.5% | -164.4% | +3.5% |
| 10Y | +263.7% | +66.5% | +197.2% | +201.7% |
| All | +263.7% | +70.4% | +193.3% | +201.7% |
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