+4,921.3%
SOXL vs USO
+86.2%
+4,835.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.2% | +7.4% | +6.1% |
| 7D | +3.9% | +9.1% | -5.2% | +0.2% |
| 30D | -14.3% | +21.7% | -36.0% | -21.0% |
| 3M | -45.6% | +20.2% | -65.8% | -50.5% |
| 6M | +117.2% | +43.4% | +73.8% | +68.1% |
| YTD | +189.8% | +124.0% | +65.9% | +71.2% |
| 1Y | +317.7% | +112.2% | +205.6% | +153.7% |
| 3Y | +478.6% | +97.7% | +381.0% | +260.4% |
| 5Y | +169.5% | +217.4% | -47.9% | +17.5% |
| All | +4,921.3% | +86.2% | +4,835.1% | +3,324.5% |
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