+780.7%
GOOG vs USO
+86.2%
+694.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.7% |
| 7D | 0.0% | +9.1% | -9.1% | -0.8% |
| 30D | -2.0% | +21.7% | -23.6% | -3.8% |
| 3M | -5.9% | +20.2% | -26.1% | -7.8% |
| 6M | +8.9% | +43.4% | -34.5% | +3.2% |
| YTD | +7.1% | +124.0% | -116.9% | -4.8% |
| 1Y | +39.7% | +112.2% | -72.5% | +25.0% |
| 3Y | +145.8% | +97.7% | +48.2% | +119.5% |
| 5Y | +138.6% | +217.4% | -78.8% | +92.7% |
| All | +780.7% | +86.2% | +694.5% | +671.9% |
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 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