+207.3%
USO vs GME
-59.9%
+267.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.3% | -2.6% | +2.6% |
| 7D | +6.2% | +4.8% | +1.4% | +6.2% |
| 30D | +19.1% | +5.9% | +13.2% | +19.0% |
| 3M | +14.2% | -10.7% | +24.9% | +14.3% |
| 6M | +43.7% | -19.8% | +63.5% | +44.0% |
| YTD | +116.8% | -0.9% | +117.8% | +116.5% |
| 1Y | +104.3% | -15.7% | +120.0% | +104.4% |
| 3Y | +91.5% | +12.3% | +79.2% | +85.2% |
| All | +207.3% | -59.9% | +267.2% | +201.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling