+51.4%
PYPL vs USO
-3.1%
+54.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | +2.7% | +9.5% | -6.8% | +1.7% |
| 30D | -4.9% | +23.6% | -28.5% | -7.1% |
| 3M | +28.9% | +3.8% | +25.1% | +27.9% |
| 6M | +18.2% | +55.0% | -36.8% | +10.7% |
| YTD | -5.0% | +105.3% | -110.3% | -14.5% |
| 1Y | -18.8% | +91.4% | -110.2% | -26.3% |
| 3Y | -12.6% | +84.6% | -97.1% | -21.4% |
| 5Y | -80.8% | +191.7% | -272.5% | -84.5% |
| 10Y | +49.9% | +73.3% | -23.4% | +27.6% |
| All | +51.4% | -3.1% | +54.5% | +33.2% |
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