+741.6%
JNJ vs USO
-73.3%
+814.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -2.4% |
| 7D | -0.8% | +3.6% | -4.3% | -1.0% |
| 30D | +4.3% | +23.8% | -19.5% | +2.9% |
| 3M | +16.5% | +8.1% | +8.4% | +15.7% |
| 6M | +13.1% | +34.3% | -21.1% | +10.2% |
| YTD | +32.1% | +111.1% | -79.0% | +24.5% |
| 1Y | +54.5% | +99.9% | -45.4% | +46.0% |
| 3Y | +82.5% | +86.5% | -4.0% | +72.1% |
| 5Y | +80.0% | +200.5% | -120.5% | +60.4% |
| 10Y | +195.7% | +66.5% | +129.1% | +169.0% |
| All | +741.6% | -73.3% | +814.8% | +762.5% |
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 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