+30.9%
QCOM vs USO
+196.2%
-165.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +3.3% | +9.5% | -6.1% | +2.9% |
| 30D | +7.7% | +23.6% | -15.9% | +6.5% |
| 3M | -30.1% | +3.8% | -33.9% | -30.3% |
| 6M | +22.8% | +55.0% | -32.2% | +15.4% |
| YTD | +0.2% | +105.3% | -105.1% | -9.7% |
| 1Y | +7.9% | +91.4% | -83.5% | -1.9% |
| 3Y | +55.8% | +84.6% | -28.7% | +40.6% |
| All | +30.9% | +196.2% | -165.3% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling