+116.0%
OILU vs SPY
+75.0%
+41.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.4% |
| 7D | +6.0% | +0.1% | +5.9% | +5.7% |
| 30D | +38.1% | +0.1% | +38.1% | +37.4% |
| 3M | +20.6% | +2.0% | +18.6% | +13.4% |
| 6M | +32.8% | +13.0% | +19.8% | -1.9% |
| YTD | +137.2% | +13.5% | +123.7% | +72.7% |
| 1Y | +129.7% | +20.0% | +109.8% | +48.2% |
| 3Y | +15.0% | +77.2% | -62.2% | -65.2% |
| All | +116.0% | +75.0% | +41.0% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling