+147.8%
GE vs USO
+90.4%
+57.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.6% | -6.0% | -1.2% |
| 7D | -2.8% | +11.5% | -14.3% | -4.4% |
| 30D | -11.9% | +24.1% | -36.0% | -14.8% |
| 3M | +1.8% | +17.9% | -16.1% | -1.3% |
| 6M | -0.6% | +49.6% | -50.2% | -9.9% |
| YTD | +5.5% | +129.0% | -123.5% | -13.2% |
| 1Y | +15.0% | +112.0% | -97.0% | -4.0% |
| 3Y | +269.5% | +102.3% | +167.3% | +205.4% |
| 5Y | +422.4% | +224.5% | +197.9% | +267.3% |
| All | +147.8% | +90.4% | +57.5% | +99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling