+170.5%
GM vs USO
+96.2%
+74.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.7% |
| 7D | -2.4% | +9.1% | -11.6% | -2.1% |
| 30D | -1.1% | +21.7% | -22.8% | -0.3% |
| 3M | +6.1% | +20.2% | -14.1% | +7.1% |
| 6M | +15.0% | +43.4% | -28.4% | +13.2% |
| YTD | +6.0% | +124.0% | -118.0% | -2.6% |
| 1Y | +47.1% | +112.2% | -65.1% | +36.1% |
| 3Y | +170.5% | +97.7% | +72.8% | +144.7% |
| All | +170.5% | +96.2% | +74.2% | +144.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling