+2,765.2%
SOXX vs USO
-71.0%
+2,836.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.6% | -8.3% | -3.8% |
| 7D | +3.0% | +11.5% | -8.4% | +0.8% |
| 30D | -3.1% | +24.1% | -27.3% | -7.3% |
| 3M | -4.4% | +17.9% | -22.3% | -8.2% |
| 6M | +52.9% | +49.6% | +3.3% | +36.8% |
| YTD | +72.0% | +129.0% | -57.0% | +38.8% |
| 1Y | +105.1% | +112.0% | -6.9% | +68.2% |
| 3Y | +220.6% | +102.3% | +118.3% | +161.3% |
| 5Y | +244.8% | +224.5% | +20.3% | +142.2% |
| 10Y | +1,537.1% | +86.9% | +1,450.2% | +1,119.0% |
| All | +2,765.2% | -71.0% | +2,836.2% | +2,789.7% |
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