-3.0%
ISRG vs USO
+198.8%
-201.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.9% | -7.4% | -4.4% |
| 7D | -5.2% | +3.6% | -8.7% | -5.1% |
| 30D | -7.6% | +23.8% | -31.3% | -7.1% |
| 3M | -16.4% | +8.1% | -24.4% | -16.0% |
| 6M | -28.6% | +34.3% | -62.8% | -29.1% |
| YTD | -38.2% | +111.1% | -149.3% | -40.5% |
| 1Y | -25.5% | +99.9% | -125.4% | -28.1% |
| 3Y | +17.4% | +86.5% | -69.1% | +12.9% |
| 5Y | -3.0% | +200.5% | -203.5% | -15.5% |
| All | -3.0% | +198.8% | -201.7% | -15.5% |
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