+67.1%
T vs USO
+205.4%
-138.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.4% |
| 7D | -1.5% | +3.6% | -5.1% | -1.6% |
| 30D | +7.6% | +23.8% | -16.2% | +6.9% |
| 3M | +15.3% | +8.1% | +7.3% | +14.8% |
| 6M | -8.5% | +34.3% | -42.7% | -9.6% |
| YTD | +6.8% | +111.1% | -104.4% | +3.9% |
| 1Y | -7.2% | +99.9% | -107.2% | -9.6% |
| 3Y | +108.2% | +86.5% | +21.7% | +102.6% |
| All | +67.1% | +205.4% | -138.2% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling