+192.5%
JNJ vs USO
+86.2%
+106.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.2% |
| 7D | -3.5% | +9.1% | -12.6% | -3.8% |
| 30D | +2.3% | +21.7% | -19.4% | +1.7% |
| 3M | +12.0% | +20.2% | -8.3% | +11.2% |
| 6M | +10.5% | +43.4% | -32.9% | +8.7% |
| YTD | +30.4% | +124.0% | -93.6% | +25.8% |
| 1Y | +52.1% | +112.2% | -60.1% | +47.1% |
| 3Y | +77.8% | +97.7% | -19.8% | +71.6% |
| 5Y | +82.9% | +217.4% | -134.5% | +68.3% |
| All | +192.5% | +86.2% | +106.3% | +179.2% |
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