+15.0%
USO vs GDDY
+390.3%
-375.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.4% |
| 7D | +9.1% | -3.2% | +12.3% | +9.5% |
| 30D | +21.7% | +6.8% | +14.9% | +20.4% |
| 3M | +20.2% | +30.5% | -10.2% | +14.5% |
| 6M | +43.4% | +13.3% | +30.0% | +39.0% |
| YTD | +124.0% | -21.0% | +144.9% | +128.4% |
| 1Y | +112.2% | -34.0% | +146.2% | +122.3% |
| 3Y | +97.7% | +33.1% | +64.6% | +81.2% |
| 5Y | +217.4% | +30.3% | +187.1% | +186.7% |
| 10Y | +82.8% | +205.5% | -122.7% | +43.5% |
| All | +15.0% | +390.3% | -375.4% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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