+2,941.1%
SHOP vs USO
+90.4%
+2,850.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.6% | -5.8% | -0.5% |
| 7D | -13.2% | +11.5% | -24.7% | -13.9% |
| 30D | -17.0% | +24.1% | -41.2% | -18.4% |
| 3M | +17.0% | +17.9% | -0.9% | +15.2% |
| 6M | -2.1% | +49.6% | -51.7% | -7.0% |
| YTD | -21.4% | +129.0% | -150.4% | -29.3% |
| 1Y | -11.0% | +112.0% | -123.0% | -19.3% |
| 3Y | +100.9% | +102.3% | -1.4% | +81.1% |
| 5Y | -14.7% | +224.5% | -239.2% | -30.1% |
| All | +2,941.1% | +90.4% | +2,850.7% | +2,780.5% |
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