+1,872.3%
TER vs USO
+80.3%
+1,792.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.4% | +2.8% |
| 7D | +12.4% | +6.2% | +6.1% | +11.6% |
| 30D | +5.1% | +19.1% | -14.0% | +3.1% |
| 3M | +4.0% | +14.2% | -10.3% | +2.1% |
| 6M | +29.5% | +43.7% | -14.2% | +20.0% |
| YTD | +98.5% | +116.8% | -18.4% | +69.0% |
| 1Y | +234.1% | +104.3% | +129.7% | +187.3% |
| 3Y | +289.0% | +91.5% | +197.5% | +234.0% |
| 5Y | +228.2% | +214.1% | +14.1% | +148.0% |
| All | +1,872.3% | +80.3% | +1,792.1% | +1,544.4% |
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 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