+48.4%
QCOM vs USO
+102.7%
-54.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | +4.3% | -1.9% | +6.2% | +4.2% |
| 30D | -0.1% | -5.2% | +5.1% | -0.2% |
| 3M | +5.2% | +16.4% | -11.2% | +5.0% |
| 6M | -18.4% | +2.5% | -20.8% | -18.4% |
| YTD | +2.4% | +110.5% | -108.1% | -9.9% |
| 1Y | +0.9% | +108.4% | -107.5% | -11.1% |
| 3Y | +48.4% | +99.6% | -51.3% | +29.0% |
| All | +48.4% | +102.7% | -54.3% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling