+3,319.5%
V vs USO
-79.1%
+3,398.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +0.8% | -10.6% | +11.4% | +2.5% |
| 30D | +9.9% | -4.6% | +14.5% | +10.5% |
| 3M | +17.5% | +12.3% | +5.2% | +14.6% |
| 6M | +33.5% | +5.9% | +27.6% | +30.4% |
| YTD | +21.6% | +104.5% | -83.0% | +4.2% |
| 1Y | +27.6% | +97.3% | -69.8% | +9.9% |
| 3Y | +76.4% | +97.0% | -20.6% | +49.1% |
| 5Y | +103.8% | +151.2% | -47.3% | +58.1% |
| 10Y | +455.5% | +76.1% | +379.4% | +332.1% |
| All | +3,319.5% | -79.1% | +3,398.6% | +3,941.1% |
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