+228.4%
UNH vs USO
+86.2%
+142.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.2% |
| 7D | -4.5% | +9.1% | -13.7% | -5.3% |
| 30D | -6.5% | +21.7% | -28.2% | -8.2% |
| 3M | -6.0% | +20.2% | -26.2% | -7.8% |
| 6M | +33.7% | +43.4% | -9.7% | +28.3% |
| YTD | +16.4% | +124.0% | -107.6% | +6.5% |
| 1Y | +10.1% | +112.2% | -102.1% | +1.2% |
| 3Y | -16.3% | +97.7% | -114.0% | -23.4% |
| 5Y | +2.1% | +217.4% | -215.3% | -15.4% |
| All | +228.4% | +86.2% | +142.2% | +191.8% |
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