+96.4%
SHOP vs USO
+90.0%
+6.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.7% | -8.1% | -5.2% |
| 7D | -10.6% | +6.2% | -16.9% | -10.1% |
| 30D | -18.3% | +19.1% | -37.4% | -17.1% |
| 3M | +14.8% | +14.2% | +0.6% | +16.8% |
| 6M | -5.0% | +43.7% | -48.8% | -5.6% |
| YTD | -21.2% | +116.8% | -138.1% | -26.4% |
| 1Y | -11.6% | +104.3% | -116.0% | -16.9% |
| All | +96.4% | +90.0% | +6.4% | +74.6% |
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