+5.1%
SPGI vs USO
+198.8%
-193.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.9% | -6.1% | -3.3% |
| 7D | -2.5% | +3.6% | -6.0% | -2.5% |
| 30D | +5.4% | +23.8% | -18.4% | +4.9% |
| 3M | +9.0% | +8.1% | +1.0% | +9.0% |
| 6M | +0.8% | +34.3% | -33.5% | -0.7% |
| YTD | -12.6% | +111.1% | -123.7% | -16.3% |
| 1Y | -16.1% | +99.9% | -116.1% | -19.5% |
| 3Y | +19.0% | +86.5% | -67.5% | +13.8% |
| 5Y | +5.1% | +200.5% | -195.5% | -11.2% |
| All | +5.1% | +198.8% | -193.7% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling