+86.1%
USO vs SPY
+318.9%
-232.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.6% | +6.2% | +5.9% |
| 7D | +11.5% | -2.0% | +13.4% | +12.6% |
| 30D | +24.1% | -1.7% | +25.8% | +25.1% |
| 3M | +17.9% | +4.7% | +13.2% | +14.4% |
| 6M | +49.6% | +12.5% | +37.1% | +38.2% |
| YTD | +129.0% | +11.7% | +117.3% | +111.9% |
| 1Y | +112.0% | +17.5% | +94.5% | +90.0% |
| 3Y | +102.3% | +76.6% | +25.7% | +37.2% |
| 5Y | +224.5% | +82.0% | +142.5% | +111.5% |
| All | +86.1% | +318.9% | -232.8% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling