+37.4%
GILD vs USO
+92.2%
-54.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.2% |
| 7D | +3.7% | +9.5% | -5.8% | +4.4% |
| 30D | +14.6% | +23.6% | -9.0% | +16.7% |
| 3M | +17.7% | +3.8% | +13.8% | +18.2% |
| 6M | +3.1% | +55.0% | -51.9% | +6.2% |
| YTD | +24.5% | +105.3% | -80.7% | +29.0% |
| 1Y | +37.4% | +91.4% | -54.0% | +40.9% |
| All | +37.4% | +92.2% | -54.8% | +40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling