+612.1%
GLW vs USO
-74.1%
+686.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +1.4% | -2.7% | +4.1% | +1.8% |
| 30D | -18.2% | -6.3% | -11.9% | -17.4% |
| 3M | -24.2% | +10.9% | -35.0% | -26.3% |
| 6M | -41.7% | +2.0% | -43.7% | -43.0% |
| YTD | +38.3% | +104.6% | -66.3% | +12.5% |
| 1Y | +38.2% | +94.5% | -56.4% | +13.6% |
| 3Y | +363.4% | +97.1% | +266.3% | +272.2% |
| 5Y | +254.6% | +151.6% | +102.9% | +157.8% |
| 10Y | +562.0% | +81.0% | +481.0% | +380.7% |
| All | +612.1% | -74.1% | +686.2% | +718.3% |
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