+159.6%
USO vs SPY
+72.1%
+87.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | -1.9% | +2.6% | -4.5% | -2.2% |
| 30D | -5.2% | -2.0% | -3.2% | -5.0% |
| 3M | +16.4% | -2.8% | +19.2% | +16.8% |
| 6M | +2.5% | +2.1% | +0.4% | +1.8% |
| YTD | +110.5% | +11.5% | +99.0% | +104.3% |
| 1Y | +108.4% | +13.5% | +95.0% | +101.1% |
| 3Y | +99.6% | +77.7% | +21.9% | +64.6% |
| All | +159.6% | +72.1% | +87.5% | +130.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling