+76.5%
SPY vs USO
+90.0%
-13.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.4% |
| 7D | -0.4% | +6.2% | -6.6% | -0.3% |
| 30D | -1.4% | +19.1% | -20.5% | -1.2% |
| 3M | +3.7% | +14.2% | -10.5% | +3.9% |
| 6M | +13.0% | +43.7% | -30.7% | +11.6% |
| YTD | +12.4% | +116.8% | -104.4% | +7.0% |
| 1Y | +18.5% | +104.3% | -85.8% | +13.4% |
| All | +76.5% | +90.0% | -13.5% | +65.4% |
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 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