+91.4%
USO vs PSX
+134.3%
-42.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.4% |
| 7D | +6.2% | +1.8% | +4.4% | +5.3% |
| 30D | +19.1% | +21.6% | -2.5% | +8.1% |
| 3M | +14.2% | +46.5% | -32.2% | -5.3% |
| 6M | +43.7% | +62.0% | -18.3% | +14.3% |
| YTD | +116.8% | +106.3% | +10.5% | +56.0% |
| 1Y | +104.3% | +103.0% | +1.4% | +47.8% |
| All | +91.4% | +134.3% | -42.9% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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