+1,318.1%
JPM vs USO
-73.3%
+1,391.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -2.1% |
| 7D | -0.4% | +3.6% | -4.0% | -1.2% |
| 30D | -1.1% | +23.8% | -24.9% | -6.0% |
| 3M | +14.1% | +8.1% | +6.1% | +10.9% |
| 6M | +23.3% | +34.3% | -11.0% | +11.4% |
| YTD | +11.3% | +111.1% | -99.9% | -11.1% |
| 1Y | +23.0% | +99.9% | -76.9% | -0.6% |
| 3Y | +162.6% | +86.5% | +76.1% | +110.9% |
| 5Y | +152.8% | +200.5% | -47.8% | +69.8% |
| 10Y | +583.6% | +66.5% | +517.1% | +399.2% |
| All | +1,318.1% | -73.3% | +1,391.4% | +1,263.2% |
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 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