+125.6%
OILU vs SPY
+73.3%
+52.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +3.1% |
| 7D | -0.9% | -0.4% | -0.5% | -0.3% |
| 30D | +23.0% | -1.4% | +24.3% | +25.6% |
| 3M | +37.4% | +3.7% | +33.7% | +24.7% |
| 6M | +35.7% | +13.0% | +22.7% | 0.0% |
| YTD | +147.7% | +12.4% | +135.3% | +83.6% |
| 1Y | +153.2% | +18.5% | +134.7% | +67.0% |
| 3Y | +15.6% | +77.6% | -62.0% | -65.4% |
| All | +125.6% | +73.3% | +52.3% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling