+436.0%
T vs USO
-74.0%
+510.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.9% | -1.9% |
| 7D | -1.3% | +9.5% | -10.7% | -2.3% |
| 30D | +11.4% | +23.6% | -12.2% | +8.5% |
| 3M | +14.3% | +3.8% | +10.5% | +13.3% |
| 6M | -9.3% | +55.0% | -64.3% | -15.1% |
| YTD | +7.1% | +105.3% | -98.2% | -3.3% |
| 1Y | -9.1% | +91.4% | -100.5% | -17.3% |
| 3Y | +105.3% | +84.6% | +20.8% | +84.9% |
| 5Y | +66.8% | +191.7% | -124.9% | +37.8% |
| 10Y | +66.8% | +73.3% | -6.5% | +41.2% |
| All | +436.0% | -74.0% | +510.0% | +441.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling