+82.0%
USO vs TTWO
+406.5%
-324.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | +9.1% | +0.4% | +8.8% | +9.1% |
| 30D | +21.7% | -11.3% | +33.0% | +22.8% |
| 3M | +20.2% | +1.6% | +18.6% | +19.7% |
| 6M | +43.4% | +2.1% | +41.3% | +42.6% |
| YTD | +124.0% | -15.8% | +139.8% | +126.5% |
| 1Y | +112.2% | -12.6% | +124.8% | +113.6% |
| 3Y | +97.7% | +48.2% | +49.4% | +87.3% |
| 5Y | +217.4% | +40.0% | +177.4% | +196.9% |
| All | +82.0% | +406.5% | -324.5% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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