-81.6%
PYPL vs USO
+213.6%
-295.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.6% | -1.9% |
| 7D | -4.3% | +6.2% | -10.6% | -4.4% |
| 30D | -11.5% | +19.1% | -30.6% | -11.5% |
| 3M | +26.1% | +14.2% | +11.9% | +26.1% |
| 6M | +13.7% | +43.7% | -30.1% | +13.0% |
| YTD | -9.8% | +116.8% | -126.7% | -11.6% |
| 1Y | -22.1% | +104.3% | -126.4% | -23.4% |
| 3Y | -13.5% | +91.5% | -105.0% | -15.4% |
| 5Y | -81.6% | +214.1% | -295.7% | -84.7% |
| All | -81.6% | +213.6% | -295.2% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling