+2,926.4%
V vs USO
-79.0%
+3,005.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.7% | +9.5% | -11.2% | -3.2% |
| 30D | +2.0% | +23.6% | -21.6% | -1.7% |
| 3M | +17.4% | +3.8% | +13.5% | +15.8% |
| 6M | +17.5% | +55.0% | -37.5% | +6.7% |
| YTD | +7.6% | +105.3% | -97.7% | -7.4% |
| 1Y | +7.7% | +91.4% | -83.7% | -6.4% |
| 3Y | +54.7% | +84.6% | -29.9% | +32.7% |
| 5Y | +73.0% | +191.7% | -118.7% | +30.5% |
| 10Y | +390.9% | +73.3% | +317.6% | +284.4% |
| All | +2,926.4% | -79.0% | +3,005.4% | +3,490.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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