+1,802.9%
TER vs USO
+90.4%
+1,712.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.6% | -9.1% | -4.1% |
| 7D | +9.4% | +11.5% | -2.1% | +8.0% |
| 30D | -2.4% | +24.1% | -26.5% | -4.8% |
| 3M | +6.5% | +17.9% | -11.4% | +4.2% |
| 6M | +23.2% | +49.6% | -26.4% | +13.6% |
| YTD | +91.5% | +129.0% | -37.5% | +62.0% |
| 1Y | +214.8% | +112.0% | +102.8% | +169.9% |
| 3Y | +275.3% | +102.3% | +173.1% | +220.1% |
| 5Y | +211.9% | +224.5% | -12.6% | +135.2% |
| All | +1,802.9% | +90.4% | +1,712.6% | +1,476.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling