+558.6%
QQQ vs USO
+86.2%
+472.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.1% |
| 7D | -0.6% | +9.1% | -9.7% | -1.4% |
| 30D | -1.2% | +21.7% | -22.9% | -3.1% |
| 3M | -0.2% | +20.2% | -20.4% | -2.3% |
| 6M | +17.9% | +43.4% | -25.4% | +12.0% |
| YTD | +16.6% | +124.0% | -107.3% | +4.3% |
| 1Y | +23.0% | +112.2% | -89.2% | +10.6% |
| 3Y | +92.9% | +97.7% | -4.7% | +73.1% |
| 5Y | +95.6% | +217.4% | -121.8% | +59.5% |
| All | +558.6% | +86.2% | +472.4% | +485.3% |
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 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