+70.3%
T vs USO
+86.2%
-15.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +2.2% |
| 7D | +1.5% | +9.1% | -7.6% | +0.8% |
| 30D | +7.5% | +21.7% | -14.2% | +5.8% |
| 3M | +14.8% | +20.2% | -5.4% | +12.8% |
| 6M | -1.7% | +43.4% | -45.1% | -5.3% |
| YTD | +8.7% | +124.0% | -115.3% | +0.7% |
| 1Y | -7.5% | +112.2% | -119.7% | -14.0% |
| 3Y | +110.2% | +97.7% | +12.6% | +94.8% |
| 5Y | +71.6% | +217.4% | -145.8% | +48.1% |
| All | +70.3% | +86.2% | -15.9% | +53.3% |
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