+230.4%
GE vs USO
-73.3%
+303.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +2.7% | -1.9% | +4.6% | +2.9% |
| 30D | +8.1% | -5.2% | +13.3% | +8.7% |
| 3M | -7.9% | +16.4% | -24.3% | -11.4% |
| 6M | +12.9% | +2.5% | +10.4% | +10.0% |
| YTD | +8.2% | +110.5% | -102.3% | -13.4% |
| 1Y | +9.7% | +108.4% | -98.7% | -12.0% |
| 3Y | +266.1% | +99.6% | +166.5% | +190.5% |
| 5Y | +407.4% | +160.1% | +247.3% | +260.3% |
| 10Y | +150.3% | +86.3% | +64.1% | +81.2% |
| All | +230.4% | -73.3% | +303.7% | +236.5% |
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