+2,664.3%
TSLA vs USO
+86.2%
+2,578.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.9% |
| 7D | +3.2% | +9.1% | -5.9% | +1.7% |
| 30D | +11.6% | +21.7% | -10.1% | +8.0% |
| 3M | -8.4% | +20.2% | -28.7% | -11.8% |
| 6M | -10.4% | +43.4% | -53.8% | -18.5% |
| YTD | -18.7% | +124.0% | -142.7% | -33.4% |
| 1Y | -0.9% | +112.2% | -113.1% | -17.9% |
| 3Y | +33.6% | +97.7% | -64.1% | +10.1% |
| 5Y | +48.9% | +217.4% | -168.5% | +3.5% |
| All | +2,664.3% | +86.2% | +2,578.1% | +2,106.1% |
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