+224.5%
USO vs GAP
+3.0%
+221.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.1% | +7.7% | +5.7% |
| 7D | +11.5% | -6.3% | +17.8% | +11.7% |
| 30D | +24.1% | -0.2% | +24.4% | +24.0% |
| 3M | +17.9% | 0.0% | +17.9% | +17.8% |
| 6M | +49.6% | -8.1% | +57.7% | +49.4% |
| YTD | +129.0% | -16.5% | +145.5% | +129.1% |
| 1Y | +112.0% | -10.5% | +122.4% | +110.4% |
| 3Y | +102.3% | +104.0% | -1.7% | +80.0% |
| 5Y | +224.5% | +6.8% | +217.8% | +196.0% |
| All | +224.5% | +3.0% | +221.5% | +196.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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