+159.7%
GILD vs USO
+86.2%
+73.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | -4.8% | +9.1% | -13.9% | -5.0% |
| 30D | +5.8% | +21.7% | -15.9% | +5.2% |
| 3M | +14.9% | +20.2% | -5.3% | +14.3% |
| 6M | -0.4% | +43.4% | -43.7% | -1.9% |
| YTD | +18.5% | +124.0% | -105.4% | +14.4% |
| 1Y | +25.1% | +112.2% | -87.1% | +20.9% |
| 3Y | +105.9% | +97.7% | +8.2% | +98.7% |
| 5Y | +143.0% | +217.4% | -74.4% | +124.3% |
| All | +159.7% | +86.2% | +73.5% | +149.6% |
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