+102.2%
USO vs SHEL
+43.6%
+58.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.2% | -5.8% | -5.4% |
| 7D | -12.7% | -3.2% | -9.5% | -9.1% |
| 30D | +1.0% | +5.5% | -4.5% | -4.7% |
| 3M | +25.6% | +14.4% | +11.2% | +8.4% |
| 6M | -1.5% | +16.2% | -17.7% | -16.0% |
| YTD | +110.3% | +42.4% | +67.8% | +56.9% |
| 1Y | +102.2% | +43.3% | +58.9% | +48.3% |
| All | +102.2% | +43.6% | +58.5% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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