-73.9%
USO vs GD
+766.0%
-840.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.6% |
| 7D | +9.5% | -5.3% | +14.7% | +11.6% |
| 30D | +23.6% | -6.4% | +30.0% | +26.6% |
| 3M | +3.8% | +5.7% | -1.9% | +0.9% |
| 6M | +55.0% | -0.9% | +56.0% | +53.9% |
| YTD | +105.3% | +8.2% | +97.1% | +96.6% |
| 1Y | +91.4% | +13.4% | +77.9% | +79.6% |
| 3Y | +84.6% | +68.5% | +16.1% | +45.1% |
| 5Y | +191.7% | +97.2% | +94.6% | +113.6% |
| 10Y | +73.3% | +190.2% | -116.9% | +5.3% |
| All | -73.9% | +766.0% | -840.0% | -90.2% |
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