-73.2%
USO vs SHEL
+306.0%
-379.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.3% | +1.1% |
| 7D | +3.6% | +1.9% | +1.6% | +2.2% |
| 30D | +23.8% | +8.7% | +15.1% | +17.1% |
| 3M | +8.1% | +11.0% | -2.9% | +1.1% |
| 6M | +34.3% | +14.6% | +19.7% | +23.6% |
| YTD | +111.1% | +33.3% | +77.9% | +75.3% |
| 1Y | +99.9% | +37.9% | +62.1% | +62.4% |
| 3Y | +86.5% | +69.7% | +16.8% | +32.2% |
| 5Y | +200.5% | +190.2% | +10.4% | +48.4% |
| 10Y | +66.5% | +197.0% | -130.4% | -23.9% |
| All | -73.2% | +306.0% | -379.2% | -90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling