-73.2%
USO vs GAP
+116.4%
-189.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | +3.6% | +1.7% | +1.8% | +3.4% |
| 30D | +23.8% | +9.3% | +14.4% | +22.2% |
| 3M | +8.1% | +6.1% | +2.0% | +6.8% |
| 6M | +34.3% | -2.3% | +36.5% | +32.9% |
| YTD | +111.1% | -10.6% | +121.7% | +110.1% |
| 1Y | +99.9% | -4.4% | +104.4% | +96.2% |
| 3Y | +86.5% | +118.3% | -31.8% | +53.2% |
| 5Y | +200.5% | +12.2% | +188.3% | +161.8% |
| 10Y | +66.5% | +33.7% | +32.8% | +26.5% |
| All | -73.2% | +116.4% | -189.5% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling