-73.9%
USO vs GME
+364.7%
-438.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +9.5% | +7.2% | +2.2% | +9.2% |
| 30D | +23.6% | +0.8% | +22.8% | +23.5% |
| 3M | +3.8% | -14.0% | +17.8% | +4.3% |
| 6M | +55.0% | -19.7% | +74.8% | +55.9% |
| YTD | +105.3% | -4.6% | +109.8% | +105.1% |
| 1Y | +91.4% | -14.3% | +105.7% | +91.8% |
| 3Y | +84.6% | +4.0% | +80.5% | +75.6% |
| 5Y | +191.7% | -62.2% | +253.9% | +180.6% |
| 10Y | +73.3% | +241.4% | -168.1% | +4.8% |
| All | -73.9% | +364.7% | -438.6% | -87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling