+102.1%
USO vs SPYG
+96.8%
+5.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.8% | +6.5% | +5.5% |
| 7D | +11.5% | -1.8% | +13.3% | +11.3% |
| 30D | +24.1% | -1.9% | +26.0% | +24.0% |
| 3M | +17.9% | +5.2% | +12.8% | +18.1% |
| 6M | +49.6% | +15.6% | +34.1% | +49.4% |
| YTD | +129.0% | +12.4% | +116.6% | +129.8% |
| 1Y | +112.0% | +17.5% | +94.5% | +110.3% |
| All | +102.1% | +96.8% | +5.3% | +91.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling