+34.4%
TSLA vs USO
+90.0%
-55.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | 0.0% |
| 7D | +3.0% | +6.2% | -3.2% | +3.3% |
| 30D | +11.2% | +19.1% | -7.9% | +12.0% |
| 3M | -7.3% | +14.2% | -21.5% | -6.3% |
| 6M | -7.7% | +43.7% | -51.5% | -9.5% |
| YTD | -18.2% | +116.8% | -135.1% | -25.4% |
| 1Y | +6.0% | +104.3% | -98.3% | -2.4% |
| All | +34.4% | +90.0% | -55.6% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling