-52.5%
USO vs PSX
+1,167.1%
-1,219.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.4% |
| 7D | +6.2% | +1.8% | +4.4% | +5.4% |
| 30D | +19.1% | +21.6% | -2.5% | +8.8% |
| 3M | +14.2% | +46.5% | -32.2% | -4.1% |
| 6M | +43.7% | +62.0% | -18.3% | +15.7% |
| YTD | +116.8% | +106.3% | +10.5% | +56.5% |
| 1Y | +104.3% | +103.0% | +1.4% | +48.3% |
| 3Y | +91.5% | +135.5% | -44.0% | +26.4% |
| 5Y | +214.1% | +368.5% | -154.4% | +50.7% |
| 10Y | +77.0% | +386.6% | -309.5% | -21.9% |
| All | -52.5% | +1,167.1% | -1,219.6% | -83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling