+113.8%
USO vs GLXY
-38.8%
+152.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +4.9% | -0.6% |
| 7D | -1.9% | +5.3% | -7.2% | -1.6% |
| 30D | -5.2% | -19.8% | +14.6% | -6.0% |
| 3M | +16.4% | -31.4% | +47.8% | +14.5% |
| 6M | +2.5% | -53.3% | +55.8% | -0.6% |
| YTD | +110.5% | -35.7% | +146.2% | +108.9% |
| 1Y | +108.4% | -47.2% | +155.6% | +106.3% |
| All | +113.8% | -38.8% | +152.6% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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