+224.5%
USO vs SHEL
+190.7%
+33.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.4% | +5.2% | +5.3% |
| 7D | +11.5% | +3.9% | +7.5% | +7.9% |
| 30D | +24.1% | +7.0% | +17.2% | +17.4% |
| 3M | +17.9% | +12.5% | +5.4% | +7.4% |
| 6M | +49.6% | +14.8% | +34.8% | +35.0% |
| YTD | +129.0% | +34.2% | +94.8% | +82.2% |
| 1Y | +112.0% | +37.0% | +75.0% | +66.0% |
| 3Y | +102.3% | +70.9% | +31.4% | +33.7% |
| 5Y | +224.5% | +192.5% | +32.0% | +45.2% |
| All | +224.5% | +190.7% | +33.8% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling