+91.4%
USO vs SHEL
+32.9%
+58.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.9% |
| 7D | +9.5% | +2.2% | +7.2% | +6.8% |
| 30D | +23.6% | +6.8% | +16.7% | +14.9% |
| 3M | +3.8% | +8.1% | -4.3% | -4.3% |
| 6M | +55.0% | +14.4% | +40.6% | +38.7% |
| YTD | +105.3% | +30.0% | +75.3% | +64.5% |
| 1Y | +91.4% | +33.3% | +58.0% | +48.8% |
| All | +91.4% | +32.9% | +58.5% | +48.8% |
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