+643.2%
GEV vs USO
+89.8%
+553.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.2% | +3.1% |
| 7D | +8.1% | +3.6% | +4.5% | +8.0% |
| 30D | -1.9% | +23.8% | -25.7% | -2.2% |
| 3M | +4.1% | +8.1% | -4.0% | +4.4% |
| 6M | +23.2% | +34.3% | -11.0% | +19.0% |
| YTD | +48.9% | +111.1% | -62.3% | +27.2% |
| 1Y | +62.2% | +99.9% | -37.7% | +40.8% |
| All | +643.2% | +89.8% | +553.3% | +527.3% |
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