-13.2%
PYPL vs USO
+85.0%
-98.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.9% | -6.1% | -3.1% |
| 7D | +1.7% | +3.6% | -1.8% | +1.9% |
| 30D | -9.7% | +23.8% | -33.5% | -9.0% |
| 3M | +29.2% | +8.1% | +21.2% | +29.8% |
| 6M | +13.9% | +34.3% | -20.4% | +15.6% |
| YTD | -8.1% | +111.1% | -119.3% | -6.1% |
| 1Y | -21.4% | +99.9% | -121.3% | -19.6% |
| All | -13.2% | +85.0% | -98.2% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling