+63.3%
PYPL vs USO
-0.7%
+64.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | +0.1% | -1.9% | +2.0% | +0.2% |
| 30D | +5.7% | -5.2% | +10.9% | +6.0% |
| 3M | -1.9% | +16.4% | -18.4% | -3.9% |
| 6M | +31.8% | +2.5% | +29.3% | +30.4% |
| YTD | +2.4% | +110.5% | -108.1% | -8.3% |
| 1Y | -8.2% | +108.4% | -116.7% | -17.8% |
| 3Y | +10.2% | +99.6% | -89.4% | -2.1% |
| 5Y | -71.2% | +160.1% | -231.3% | -76.3% |
| 10Y | +49.6% | +86.3% | -36.7% | +25.6% |
| All | +63.3% | -0.7% | +64.0% | +42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling