+82.0%
USO vs APA
-2.4%
+84.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.4% |
| 7D | +9.1% | +4.6% | +4.5% | +7.3% |
| 30D | +21.7% | +11.9% | +9.8% | +16.6% |
| 3M | +20.2% | +22.5% | -2.2% | +11.6% |
| 6M | +43.4% | +37.5% | +5.8% | +28.4% |
| YTD | +124.0% | +87.2% | +36.8% | +79.1% |
| 1Y | +112.2% | +101.4% | +10.8% | +64.2% |
| 3Y | +97.7% | +16.9% | +80.7% | +78.8% |
| 5Y | +217.4% | +178.4% | +39.0% | +106.1% |
| All | +82.0% | -2.4% | +84.3% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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