-74.0%
USO vs APA
-4.7%
-69.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.4% |
| 7D | -10.6% | -5.5% | -5.0% | -8.3% |
| 30D | -4.6% | -1.2% | -3.4% | -4.0% |
| 3M | +12.3% | +10.6% | +1.8% | +7.6% |
| 6M | +5.9% | +28.4% | -22.5% | -4.5% |
| YTD | +104.5% | +89.7% | +14.8% | +56.6% |
| 1Y | +97.3% | +90.6% | +6.7% | +50.5% |
| 3Y | +97.0% | +36.9% | +60.1% | +63.7% |
| 5Y | +151.2% | +83.2% | +67.9% | +75.6% |
| 10Y | +76.1% | -0.1% | +76.2% | +13.9% |
| All | -74.0% | -4.7% | -69.3% | -85.5% |
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