+743.6%
IVV vs USO
-74.1%
+817.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.2% |
| 7D | -0.6% | -10.6% | +10.0% | +1.1% |
| 30D | -3.7% | -4.6% | +0.9% | -3.2% |
| 3M | -2.7% | +12.3% | -15.1% | -5.2% |
| 6M | +2.2% | +5.9% | -3.6% | -0.2% |
| YTD | +10.9% | +104.5% | -93.6% | -6.0% |
| 1Y | +11.3% | +97.3% | -86.0% | -5.1% |
| 3Y | +76.9% | +97.0% | -20.2% | +48.4% |
| 5Y | +73.5% | +151.2% | -77.7% | +33.8% |
| 10Y | +307.4% | +76.1% | +231.3% | +215.8% |
| All | +743.6% | -74.1% | +817.7% | +800.9% |
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