+97.7%
USO vs GME
+18.5%
+79.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.7% | -5.9% | -2.2% |
| 7D | +9.1% | +10.4% | -1.3% | +9.1% |
| 30D | +21.7% | +14.1% | +7.6% | +21.7% |
| 3M | +20.2% | -4.6% | +24.9% | +20.2% |
| 6M | +43.4% | -13.5% | +56.9% | +43.3% |
| YTD | +124.0% | +5.3% | +118.6% | +123.6% |
| 1Y | +112.2% | -14.9% | +127.1% | +112.1% |
| 3Y | +97.7% | +24.3% | +73.4% | +93.1% |
| All | +97.7% | +18.5% | +79.2% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling