+590.9%
JPM vs USO
+86.2%
+504.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.1% |
| 7D | -0.7% | +9.1% | -9.8% | -2.0% |
| 30D | -2.5% | +21.7% | -24.1% | -5.5% |
| 3M | +14.1% | +20.2% | -6.1% | +10.2% |
| 6M | +25.1% | +43.4% | -18.3% | +15.4% |
| YTD | +12.1% | +124.0% | -111.8% | -5.6% |
| 1Y | +18.8% | +112.2% | -93.4% | +0.9% |
| 3Y | +163.4% | +97.7% | +65.8% | +123.0% |
| 5Y | +156.5% | +217.4% | -60.9% | +87.6% |
| All | +590.9% | +86.2% | +504.7% | +458.9% |
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 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