+995.4%
TER vs USO
+87.0%
+908.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.0% | -5.4% |
| 7D | +14.4% | -1.9% | +16.3% | +14.5% |
| 30D | -30.6% | -5.2% | -25.4% | -30.3% |
| 3M | -39.2% | +16.4% | -55.6% | -40.5% |
| 6M | -31.3% | +2.5% | -33.8% | -32.1% |
| YTD | +29.1% | +110.5% | -81.4% | +9.8% |
| 1Y | +47.4% | +108.4% | -61.0% | +25.5% |
| 3Y | +191.2% | +99.6% | +91.6% | +147.2% |
| 5Y | +74.0% | +160.1% | -86.1% | +35.7% |
| All | +995.4% | +87.0% | +908.4% | +836.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling