+78.8%
U vs USO
+97.0%
-18.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.1% |
| 7D | +24.4% | -10.6% | +34.9% | +24.3% |
| 30D | +7.4% | -4.6% | +11.9% | +7.2% |
| 3M | +16.8% | +12.3% | +4.5% | +16.2% |
| 6M | +78.8% | +5.9% | +72.9% | +77.9% |
| YTD | +14.0% | +104.5% | -90.6% | -0.8% |
| 1Y | +16.7% | +97.3% | -80.6% | +2.3% |
| All | +78.8% | +97.0% | -18.2% | +51.9% |
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