+82.0%
USO vs SPYG
+424.6%
-342.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.5% |
| 7D | +9.1% | -0.9% | +10.0% | +9.4% |
| 30D | +21.7% | -1.5% | +23.2% | +22.2% |
| 3M | +20.2% | +3.7% | +16.5% | +18.1% |
| 6M | +43.4% | +16.4% | +26.9% | +33.3% |
| YTD | +124.0% | +13.3% | +110.6% | +110.2% |
| 1Y | +112.2% | +17.9% | +94.3% | +95.4% |
| 3Y | +97.7% | +98.3% | -0.7% | +39.8% |
| 5Y | +217.4% | +86.4% | +131.0% | +127.6% |
| All | +82.0% | +424.6% | -342.6% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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