+97.7%
USO vs GNRC
+61.6%
+36.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -2.1% |
| 7D | +9.1% | -0.2% | +9.3% | +9.1% |
| 30D | +21.7% | -15.7% | +37.4% | +21.4% |
| 3M | +20.2% | -27.3% | +47.6% | +20.2% |
| 6M | +43.4% | -12.1% | +55.4% | +43.2% |
| YTD | +124.0% | +37.1% | +86.9% | +116.3% |
| 1Y | +112.2% | -0.5% | +112.7% | +108.8% |
| 3Y | +97.7% | +61.5% | +36.1% | +95.6% |
| All | +97.7% | +61.6% | +36.0% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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