+159.6%
USO vs GAP
+2.1%
+157.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | -1.9% | -1.9% | 0.0% | -1.9% |
| 30D | -5.2% | -7.1% | +1.9% | -5.1% |
| 3M | +16.4% | +4.1% | +12.3% | +16.1% |
| 6M | +2.5% | +1.9% | +0.6% | +2.1% |
| YTD | +110.5% | -15.2% | +125.7% | +110.3% |
| 1Y | +108.4% | -10.6% | +119.0% | +107.1% |
| 3Y | +99.6% | +74.6% | +25.1% | +80.9% |
| All | +159.6% | +2.1% | +157.5% | +141.2% |
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