+1,116.1%
SPGI vs USO
-73.2%
+1,189.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.3% | -4.6% | -2.0% |
| 7D | -0.8% | -1.4% | +0.6% | -0.6% |
| 30D | +14.3% | -4.6% | +18.9% | +14.9% |
| 3M | +14.5% | +14.7% | -0.2% | +11.0% |
| 6M | +17.3% | +1.2% | +16.1% | +15.3% |
| YTD | -4.6% | +111.2% | -115.8% | -20.1% |
| 1Y | +0.8% | +109.3% | -108.5% | -15.6% |
| 3Y | +28.8% | +103.5% | -74.7% | +6.2% |
| 5Y | +14.0% | +160.9% | -147.0% | -14.3% |
| 10Y | +332.5% | +86.9% | +245.6% | +224.4% |
| All | +1,116.1% | -73.2% | +1,189.3% | +1,129.2% |
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 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