+550.7%
ISRG vs USO
+79.0%
+471.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -6.8% | -2.7% | -4.0% | -6.6% |
| 30D | +5.1% | -6.3% | +11.4% | +5.5% |
| 3M | +12.0% | +10.9% | +1.2% | +10.6% |
| 6M | +7.0% | +2.0% | +5.0% | +5.9% |
| YTD | -20.6% | +104.6% | -125.2% | -29.3% |
| 1Y | -21.4% | +94.5% | -116.0% | -29.6% |
| 3Y | +62.0% | +97.1% | -35.1% | +43.0% |
| 5Y | +28.1% | +151.6% | -123.5% | +5.3% |
| 10Y | +550.7% | +81.0% | +469.7% | +466.8% |
| All | +550.7% | +79.0% | +471.7% | +466.8% |
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