+307.8%
SPY vs USO
+87.0%
+220.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | +2.6% | -1.9% | +4.5% | +2.8% |
| 30D | -2.0% | -5.2% | +3.2% | -1.6% |
| 3M | -2.8% | +16.4% | -19.2% | -4.7% |
| 6M | +2.1% | +2.5% | -0.4% | +1.1% |
| YTD | +11.5% | +110.5% | -99.0% | -1.0% |
| 1Y | +13.5% | +108.4% | -95.0% | +0.8% |
| 3Y | +77.7% | +99.6% | -21.9% | +56.9% |
| 5Y | +72.6% | +160.1% | -87.4% | +42.2% |
| All | +307.8% | +87.0% | +220.8% | +259.5% |
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