+102.9%
T vs USO
+90.0%
+12.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -1.7% |
| 7D | -3.1% | +6.2% | -9.3% | -3.0% |
| 30D | +4.6% | +19.1% | -14.5% | +4.9% |
| 3M | +12.2% | +14.2% | -2.0% | +12.3% |
| 6M | -6.5% | +43.7% | -50.2% | -5.4% |
| YTD | +4.9% | +116.8% | -112.0% | +8.3% |
| 1Y | -10.5% | +104.3% | -114.8% | -7.8% |
| All | +102.9% | +90.0% | +12.9% | +110.5% |
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 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