+48.1%
TSLA vs USO
+223.2%
-175.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.6% | -6.8% | -1.2% |
| 7D | -3.4% | +11.5% | -14.9% | -3.5% |
| 30D | +9.2% | +24.1% | -14.9% | +9.1% |
| 3M | -4.7% | +17.9% | -22.7% | -4.7% |
| 6M | -8.9% | +49.6% | -58.5% | -11.3% |
| YTD | -19.2% | +129.0% | -148.2% | -25.4% |
| 1Y | +4.5% | +112.0% | -107.5% | -2.7% |
| 3Y | +46.3% | +102.3% | -56.0% | +34.6% |
| 5Y | +48.1% | +224.5% | -176.4% | +12.1% |
| All | +48.1% | +223.2% | -175.1% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling