+13.5%
U vs USO
+86.9%
-73.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.3% | +2.6% |
| 7D | +4.5% | +3.6% | +0.9% | +4.4% |
| 30D | -0.6% | +23.8% | -24.4% | -0.9% |
| 3M | +48.4% | +8.1% | +40.4% | +48.6% |
| 6M | +115.4% | +34.3% | +81.1% | +108.6% |
| YTD | -3.2% | +111.1% | -114.4% | -13.7% |
| 1Y | -6.0% | +99.9% | -106.0% | -15.4% |
| 3Y | +13.5% | +86.5% | -73.0% | -4.5% |
| All | +13.5% | +86.9% | -73.4% | -4.5% |
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