+102.2%
USO vs GME
+15.0%
+87.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.6% | -11.7% | -7.7% |
| 7D | -12.7% | +7.8% | -20.5% | -12.1% |
| 30D | +1.0% | -0.4% | +1.4% | +1.0% |
| 3M | +25.6% | +30.9% | -5.3% | +29.5% |
| 6M | -1.5% | +5.5% | -6.9% | -1.9% |
| YTD | +110.3% | +25.2% | +85.1% | +110.4% |
| 1Y | +102.2% | +14.4% | +87.8% | +101.4% |
| All | +102.2% | +15.0% | +87.2% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling