+424.2%
QCOM vs USO
-74.0%
+498.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +3.3% | +9.5% | -6.1% | +1.6% |
| 30D | +7.7% | +23.6% | -15.9% | +3.5% |
| 3M | -30.1% | +3.8% | -33.9% | -31.1% |
| 6M | +22.8% | +55.0% | -32.2% | +9.6% |
| YTD | +0.2% | +105.3% | -105.1% | -15.9% |
| 1Y | +7.9% | +91.4% | -83.5% | -8.3% |
| 3Y | +55.8% | +84.6% | -28.7% | +31.4% |
| 5Y | +30.1% | +191.7% | -161.7% | -3.7% |
| 10Y | +248.9% | +73.3% | +175.6% | +170.1% |
| All | +424.2% | -74.0% | +498.2% | +443.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling