+75.8%
GM vs USO
+213.6%
-137.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.5% |
| 7D | -2.4% | +9.1% | -11.6% | -2.7% |
| 30D | -1.1% | +21.7% | -22.8% | -1.8% |
| 3M | +6.1% | +20.2% | -14.1% | +5.3% |
| 6M | +15.0% | +43.4% | -28.4% | +10.3% |
| YTD | +6.0% | +124.0% | -118.0% | -5.1% |
| 1Y | +47.1% | +112.2% | -65.1% | +32.6% |
| 3Y | +170.5% | +97.7% | +72.8% | +142.3% |
| All | +75.8% | +213.6% | -137.8% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling