+1,051.2%
SPGI vs USO
-74.0%
+1,125.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +0.1% | +9.5% | -9.3% | -1.5% |
| 30D | +8.4% | +23.6% | -15.2% | +4.2% |
| 3M | +11.8% | +3.8% | +8.0% | +10.2% |
| 6M | +5.7% | +55.0% | -49.3% | -5.2% |
| YTD | -9.7% | +105.3% | -114.9% | -23.6% |
| 1Y | -12.5% | +91.4% | -103.8% | -25.1% |
| 3Y | +21.8% | +84.6% | -62.7% | +2.7% |
| 5Y | +8.2% | +191.7% | -183.6% | -20.5% |
| 10Y | +309.5% | +73.3% | +236.2% | +213.4% |
| All | +1,051.2% | -74.0% | +1,125.2% | +1,075.6% |
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 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