+254.8%
SPOT vs USO
+42.8%
+211.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.4% | -2.9% |
| 7D | -2.9% | +3.6% | -6.4% | -3.2% |
| 30D | +8.3% | +23.8% | -15.5% | +5.7% |
| 3M | +5.1% | +8.1% | -3.0% | +3.8% |
| 6M | -6.5% | +34.3% | -40.7% | -10.6% |
| YTD | -9.0% | +111.1% | -120.1% | -17.9% |
| 1Y | -26.4% | +99.9% | -126.3% | -33.2% |
| 3Y | +240.0% | +86.5% | +153.5% | +207.1% |
| 5Y | +111.7% | +200.5% | -88.8% | +72.8% |
| All | +254.8% | +42.8% | +211.9% | +207.4% |
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