+129.7%
OILU vs SPY
+20.8%
+108.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.4% |
| 7D | +6.0% | +0.1% | +5.9% | +6.2% |
| 30D | +38.1% | +0.1% | +38.1% | +38.4% |
| 3M | +20.6% | +2.0% | +18.6% | +24.3% |
| 6M | +32.8% | +13.0% | +19.8% | +47.3% |
| YTD | +137.2% | +13.5% | +123.7% | +159.1% |
| 1Y | +129.7% | +20.0% | +109.8% | +172.6% |
| All | +129.7% | +20.8% | +108.9% | +172.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling