-72.8%
USO vs GD
+762.9%
-835.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.3% | +2.8% |
| 7D | -11.9% | -3.9% | -8.0% | -10.5% |
| 30D | +2.3% | +8.1% | -5.8% | -0.7% |
| 3M | +29.0% | -6.8% | +35.8% | +32.3% |
| 6M | +2.8% | +3.0% | -0.2% | +0.8% |
| YTD | +114.3% | +7.8% | +106.5% | +105.4% |
| 1Y | +108.7% | +5.8% | +102.9% | +101.3% |
| 3Y | +98.0% | +55.3% | +42.7% | +61.1% |
| 5Y | +162.1% | +96.7% | +65.4% | +92.1% |
| 10Y | +85.6% | +195.4% | -109.7% | +12.0% |
| All | -72.8% | +762.9% | -835.6% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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