+62.5%
T vs USO
+87.0%
-24.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +2.5% | -1.9% | +4.4% | +2.7% |
| 30D | -3.8% | -5.2% | +1.4% | -3.5% |
| 3M | -8.7% | +16.4% | -25.2% | -10.0% |
| 6M | -8.1% | +2.5% | -10.6% | -8.8% |
| YTD | -6.4% | +110.5% | -116.9% | -13.1% |
| 1Y | -9.8% | +108.4% | -118.2% | -16.1% |
| 3Y | +65.5% | +99.6% | -34.2% | +52.7% |
| 5Y | +57.0% | +160.1% | -103.1% | +38.0% |
| All | +62.5% | +87.0% | -24.5% | +51.0% |
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