+233.5%
SPOT vs USO
+96.2%
+137.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +0.8% |
| 7D | -3.1% | +9.1% | -12.2% | -3.2% |
| 30D | +7.4% | +21.7% | -14.3% | +7.0% |
| 3M | +8.2% | +20.2% | -12.1% | +7.7% |
| 6M | +2.2% | +43.4% | -41.1% | +1.0% |
| YTD | -9.5% | +124.0% | -133.4% | -11.5% |
| 1Y | -23.8% | +112.2% | -136.0% | -25.5% |
| 3Y | +233.5% | +97.7% | +135.8% | +210.2% |
| All | +233.5% | +96.2% | +137.2% | +210.2% |
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 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