+66.1%
T vs USO
+97.0%
-30.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.5% |
| 7D | +2.0% | -2.7% | +4.7% | +1.9% |
| 30D | -1.0% | -6.3% | +5.3% | -1.2% |
| 3M | -8.1% | +10.9% | -19.0% | -7.9% |
| 6M | -8.3% | +2.0% | -10.3% | -8.4% |
| YTD | -6.1% | +104.6% | -110.7% | -2.9% |
| 1Y | -7.4% | +94.5% | -101.9% | -4.5% |
| All | +66.1% | +97.0% | -30.9% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling