+368.2%
T vs USO
-73.2%
+441.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.6% | -0.7% |
| 7D | +1.6% | -1.4% | +3.1% | +1.8% |
| 30D | -2.9% | -4.6% | +1.7% | -2.6% |
| 3M | -7.5% | +14.7% | -22.2% | -9.3% |
| 6M | -9.9% | +1.2% | -11.1% | -10.7% |
| YTD | -6.4% | +111.2% | -117.7% | -16.1% |
| 1Y | -9.4% | +109.3% | -118.7% | -18.6% |
| 3Y | +64.9% | +103.5% | -38.6% | +46.4% |
| 5Y | +57.0% | +160.9% | -104.0% | +31.6% |
| 10Y | +60.8% | +86.9% | -26.1% | +34.4% |
| All | +368.2% | -73.2% | +441.4% | +370.3% |
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 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