-73.9%
USO vs SPY
+761.1%
-835.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +9.5% | +0.1% | +9.3% | +9.3% |
| 30D | +23.6% | +0.1% | +23.5% | +23.4% |
| 3M | +3.8% | +2.0% | +1.8% | +1.9% |
| 6M | +55.0% | +13.0% | +42.0% | +40.5% |
| YTD | +105.3% | +13.5% | +91.7% | +85.2% |
| 1Y | +91.4% | +20.0% | +71.4% | +66.1% |
| 3Y | +84.6% | +77.2% | +7.4% | +19.9% |
| 5Y | +191.7% | +81.9% | +109.9% | +81.6% |
| 10Y | +73.3% | +314.1% | -240.8% | -41.0% |
| All | -73.9% | +761.1% | -835.0% | -95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling