-73.9%
USO vs APA
-10.1%
-63.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +1.3% |
| 7D | +9.5% | +0.5% | +8.9% | +9.2% |
| 30D | +23.6% | +23.4% | +0.2% | +12.8% |
| 3M | +3.8% | +12.7% | -8.9% | -1.2% |
| 6M | +55.0% | +39.4% | +15.6% | +35.7% |
| YTD | +105.3% | +79.0% | +26.3% | +61.1% |
| 1Y | +91.4% | +88.8% | +2.5% | +45.5% |
| 3Y | +84.6% | +6.4% | +78.2% | +70.5% |
| 5Y | +191.7% | +153.0% | +38.8% | +76.1% |
| 10Y | +73.3% | +7.5% | +65.7% | +6.4% |
| All | -73.9% | -10.1% | -63.8% | -85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling