+230.9%
QCOM vs USO
+75.9%
+155.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.9% | +7.5% | +4.2% |
| 7D | +5.8% | -9.1% | +14.9% | +6.9% |
| 30D | -2.3% | -3.7% | +1.4% | -2.1% |
| 3M | +2.7% | +20.9% | -18.2% | -0.6% |
| 6M | -21.0% | +6.8% | -27.8% | -22.8% |
| YTD | +1.8% | +106.3% | -104.5% | -13.0% |
| 1Y | +2.4% | +100.2% | -97.8% | -12.1% |
| 3Y | +52.1% | +103.1% | -50.9% | +28.7% |
| 5Y | +14.6% | +146.1% | -131.4% | -9.6% |
| 10Y | +230.9% | +73.5% | +157.4% | +177.0% |
| All | +230.9% | +75.9% | +155.0% | +177.0% |
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