+142.1%
GOOG vs USO
+100.7%
+41.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.6% | -5.0% | +0.9% |
| 7D | -2.5% | +11.5% | -14.0% | -2.0% |
| 30D | -3.6% | +24.1% | -27.7% | -2.6% |
| 3M | -6.4% | +17.9% | -24.4% | -5.6% |
| 6M | +7.8% | +49.6% | -41.8% | +7.0% |
| YTD | +5.5% | +129.0% | -123.5% | 0.0% |
| 1Y | +38.3% | +112.0% | -73.7% | +32.2% |
| All | +142.1% | +100.7% | +41.5% | +123.0% |
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