+311.2%
SPY vs USO
+90.4%
+220.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.6% | -6.2% | -1.2% |
| 7D | -2.0% | +11.5% | -13.4% | -3.1% |
| 30D | -1.7% | +24.1% | -25.8% | -4.0% |
| 3M | +4.7% | +17.9% | -13.2% | +2.5% |
| 6M | +12.5% | +49.6% | -37.1% | +5.7% |
| YTD | +11.7% | +129.0% | -117.3% | -1.4% |
| 1Y | +17.5% | +112.0% | -94.5% | +4.7% |
| 3Y | +76.6% | +102.3% | -25.7% | +56.3% |
| 5Y | +82.0% | +224.5% | -142.5% | +45.6% |
| All | +311.2% | +90.4% | +220.9% | +255.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling