+39.0%
PYPL vs USO
+90.4%
-51.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.6% | -3.4% | +1.7% |
| 7D | -5.9% | +11.5% | -17.4% | -6.9% |
| 30D | -9.4% | +24.1% | -33.5% | -11.3% |
| 3M | +31.3% | +17.9% | +13.4% | +28.9% |
| 6M | +19.1% | +49.6% | -30.5% | +13.2% |
| YTD | -7.9% | +129.0% | -136.9% | -16.9% |
| 1Y | -17.9% | +112.0% | -129.9% | -25.3% |
| 3Y | -11.6% | +102.3% | -113.9% | -20.2% |
| 5Y | -81.0% | +224.5% | -305.6% | -84.5% |
| All | +39.0% | +90.4% | -51.3% | +25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling