+745.5%
SPY vs USO
-73.3%
+818.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | +2.6% | -1.9% | +4.5% | +2.9% |
| 30D | -2.0% | -5.2% | +3.2% | -1.4% |
| 3M | -2.8% | +16.4% | -19.2% | -5.9% |
| 6M | +2.1% | +2.5% | -0.4% | +0.3% |
| YTD | +11.5% | +110.5% | -99.0% | -6.1% |
| 1Y | +13.5% | +108.4% | -95.0% | -4.4% |
| 3Y | +77.7% | +99.6% | -21.9% | +48.5% |
| 5Y | +72.6% | +160.1% | -87.4% | +31.9% |
| 10Y | +308.2% | +86.3% | +221.9% | +211.7% |
| All | +745.5% | -73.3% | +818.8% | +814.3% |
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