+81.7%
SPY vs USO
+213.6%
-131.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.6% |
| 7D | -0.4% | +6.2% | -6.6% | -0.6% |
| 30D | -1.4% | +19.1% | -20.5% | -2.0% |
| 3M | +3.7% | +14.2% | -10.5% | +3.1% |
| 6M | +13.0% | +43.7% | -30.7% | +9.9% |
| YTD | +12.4% | +116.8% | -104.4% | +5.0% |
| 1Y | +18.5% | +104.3% | -85.8% | +11.3% |
| 3Y | +77.6% | +91.5% | -13.9% | +66.1% |
| 5Y | +81.7% | +214.1% | -132.4% | +47.1% |
| All | +81.7% | +213.6% | -131.9% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling