-19.0%
PYPL vs USO
+92.2%
-111.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | +2.4% | +9.5% | -7.0% | +3.1% |
| 30D | -5.1% | +23.6% | -28.7% | -3.6% |
| 3M | +28.6% | +3.8% | +24.7% | +29.2% |
| 6M | +17.9% | +55.0% | -37.1% | +23.9% |
| YTD | -5.3% | +105.3% | -110.5% | +2.7% |
| 1Y | -19.0% | +91.4% | -110.4% | -12.4% |
| All | -19.0% | +92.2% | -111.2% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling