+333.1%
SLV vs USO
-74.4%
+407.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.3% | +9.5% | -9.8% | -2.4% |
| 30D | +6.7% | +23.6% | -16.9% | +1.7% |
| 3M | -10.7% | +3.8% | -14.5% | -12.2% |
| 6M | -20.6% | +55.0% | -75.6% | -31.1% |
| YTD | -7.1% | +105.3% | -112.4% | -24.9% |
| 1Y | +62.0% | +91.4% | -29.4% | +32.8% |
| 3Y | +169.8% | +84.6% | +85.3% | +119.5% |
| 5Y | +161.5% | +191.7% | -30.3% | +83.6% |
| 10Y | +224.4% | +73.3% | +151.1% | +133.4% |
| All | +333.1% | -74.4% | +407.5% | +631.7% |
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 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