+2,880.8%
ISRG vs USO
-74.0%
+2,954.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -1.6% | +9.5% | -11.0% | -3.1% |
| 30D | -2.3% | +23.6% | -25.8% | -5.8% |
| 3M | -12.4% | +3.8% | -16.3% | -13.8% |
| 6M | -26.8% | +55.0% | -81.9% | -34.6% |
| YTD | -35.3% | +105.3% | -140.5% | -45.4% |
| 1Y | -19.3% | +91.4% | -110.7% | -31.2% |
| 3Y | +18.1% | +84.6% | -66.4% | -0.4% |
| 5Y | +2.6% | +191.7% | -189.1% | -24.7% |
| 10Y | +379.4% | +73.3% | +306.1% | +266.5% |
| All | +2,880.8% | -74.0% | +2,954.8% | +3,011.7% |
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