+3,558.2%
ISRG vs USO
-74.1%
+3,632.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.4% | -2.1% |
| 7D | +2.1% | -10.6% | +12.7% | +3.8% |
| 30D | +6.2% | -4.6% | +10.7% | +6.6% |
| 3M | +14.4% | +12.3% | +2.1% | +11.4% |
| 6M | 0.0% | +5.9% | -5.9% | -2.7% |
| YTD | -20.5% | +104.5% | -125.1% | -33.4% |
| 1Y | -21.9% | +97.3% | -119.2% | -34.1% |
| 3Y | +62.2% | +97.0% | -34.9% | +34.3% |
| 5Y | +25.2% | +151.2% | -126.0% | -5.3% |
| 10Y | +537.3% | +76.1% | +461.2% | +383.8% |
| All | +3,558.2% | -74.1% | +3,632.3% | +3,699.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling